+272.7%
PNC vs DTE
+137.8%
+134.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.3% |
| 7D | -0.6% | -2.6% | +2.0% | +1.0% |
| 30D | -4.4% | -4.4% | 0.0% | -1.9% |
| 3M | +5.2% | -8.3% | +13.6% | +10.5% |
| 6M | +20.6% | -8.1% | +28.7% | +26.1% |
| YTD | +19.8% | +4.4% | +15.3% | +15.4% |
| 1Y | +24.4% | +0.2% | +24.3% | +22.7% |
| 3Y | +131.2% | +42.6% | +88.6% | +79.8% |
| 5Y | +53.1% | +31.5% | +21.6% | +22.9% |
| All | +272.7% | +137.8% | +134.9% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling