+709.7%
PNC vs EFV
+253.2%
+456.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.2% |
| 30D | -4.4% | 0.0% | -4.4% | -4.4% |
| 3M | +4.5% | +8.4% | -3.9% | -3.9% |
| 6M | +19.1% | +12.3% | +6.7% | +5.2% |
| YTD | +18.0% | +17.4% | +0.6% | -0.6% |
| 1Y | +24.1% | +27.1% | -3.1% | -3.7% |
| 3Y | +130.0% | +90.7% | +39.3% | +17.1% |
| 5Y | +50.4% | +95.6% | -45.2% | -24.9% |
| 10Y | +271.3% | +165.3% | +106.0% | +41.4% |
| All | +709.7% | +253.2% | +456.5% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling