+3,816.0%
PNC vs ED
+2,477.8%
+1,338.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +1.9% | -1.7% | +3.6% | +2.7% |
| 30D | +6.2% | +10.7% | -4.5% | +1.3% |
| 3M | -8.7% | +11.6% | -20.4% | -13.4% |
| 6M | +9.2% | +13.5% | -4.3% | +2.6% |
| YTD | +14.3% | +23.1% | -8.8% | +2.9% |
| 1Y | +27.7% | +23.1% | +4.6% | +14.7% |
| 3Y | +113.5% | +47.9% | +65.6% | +72.0% |
| 5Y | +36.7% | +83.9% | -47.2% | -2.4% |
| 10Y | +203.4% | +142.1% | +61.4% | +80.1% |
| All | +3,816.0% | +2,477.8% | +1,338.2% | +600.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling