+22.3%
PNC vs EFV
+30.7%
-8.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +1.4% | +1.5% | -0.1% | +0.6% |
| 30D | -3.8% | +1.7% | -5.6% | -4.7% |
| 3M | +9.0% | +8.6% | +0.4% | +4.2% |
| 6M | +16.6% | +11.7% | +5.0% | +9.6% |
| YTD | +20.4% | +19.3% | +1.2% | +6.9% |
| 1Y | +22.3% | +30.2% | -7.9% | +3.0% |
| All | +22.3% | +30.7% | -8.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling