+3,837.3%
PNC vs ED
+2,513.4%
+1,323.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | -0.1% |
| 7D | +3.1% | +2.1% | +1.0% | +2.1% |
| 30D | +7.6% | +10.4% | -2.8% | +2.7% |
| 3M | -8.1% | +12.5% | -20.7% | -13.2% |
| 6M | +12.6% | +14.9% | -2.3% | +5.2% |
| YTD | +15.0% | +24.8% | -9.9% | +2.8% |
| 1Y | +30.4% | +23.8% | +6.6% | +16.8% |
| 3Y | +116.1% | +51.6% | +64.5% | +72.1% |
| 5Y | +37.5% | +86.4% | -49.0% | -2.5% |
| 10Y | +205.1% | +145.4% | +59.7% | +79.9% |
| All | +3,837.3% | +2,513.4% | +1,323.9% | +600.0% |
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