+4,025.0%
PNC vs ED
+2,217.3%
+1,807.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | +9.0% | +3.9% | +5.1% | +6.9% |
| 6M | +16.6% | -3.0% | +19.7% | +17.8% |
| YTD | +20.4% | +10.7% | +9.7% | +14.0% |
| 1Y | +22.3% | +13.3% | +9.0% | +14.1% |
| 3Y | +124.5% | +34.5% | +90.0% | +89.1% |
| 5Y | +54.1% | +67.1% | -13.1% | +14.8% |
| 10Y | +276.3% | +103.0% | +173.2% | +142.5% |
| All | +4,025.0% | +2,217.3% | +1,807.7% | +676.4% |
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