+270.8%
PNC vs ED
+109.0%
+161.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -0.9% | -1.9% | +1.0% | -0.3% |
| 30D | -4.4% | +0.1% | -4.5% | -4.5% |
| 3M | +5.3% | 0.0% | +5.3% | +5.1% |
| 6M | +19.6% | -2.5% | +22.1% | +20.2% |
| YTD | +19.1% | +10.1% | +9.0% | +14.7% |
| 1Y | +24.3% | +13.6% | +10.7% | +18.0% |
| 3Y | +132.2% | +32.4% | +99.8% | +104.4% |
| 5Y | +52.3% | +69.9% | -17.5% | +20.6% |
| All | +270.8% | +109.0% | +161.7% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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