+2,343.3%
PNC vs DRI
+8,033.5%
-5,690.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +6.2% | +10.8% | -4.6% | +2.1% |
| 3M | -8.7% | +0.9% | -9.6% | -9.4% |
| 6M | +9.2% | +16.3% | -7.1% | +2.2% |
| YTD | +14.3% | +27.8% | -13.5% | +2.7% |
| 1Y | +27.7% | +33.9% | -6.2% | +12.5% |
| 3Y | +113.5% | +67.2% | +46.3% | +69.8% |
| 5Y | +36.7% | +79.0% | -42.3% | +4.8% |
| 10Y | +203.4% | +332.2% | -128.7% | +53.3% |
| All | +2,343.3% | +8,033.5% | -5,690.1% | +388.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling