+9.2%
PNC vs ED
+13.1%
-3.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | +1.9% | -1.7% | +3.6% | +2.3% |
| 30D | +6.2% | +10.7% | -4.5% | +3.9% |
| 3M | -8.7% | +11.6% | -20.4% | -10.9% |
| 6M | +9.2% | +13.5% | -4.3% | +4.8% |
| All | +9.2% | +13.1% | -3.9% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling