+22.3%
PNC vs EFX
-25.2%
+47.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.5% | +0.7% |
| 7D | +1.4% | -8.6% | +10.0% | +2.2% |
| 30D | -3.8% | +0.1% | -3.9% | -4.0% |
| 3M | +9.0% | +3.8% | +5.2% | +8.3% |
| 6M | +16.6% | -13.5% | +30.2% | +18.1% |
| YTD | +20.4% | -17.7% | +38.1% | +22.5% |
| 1Y | +22.3% | -25.6% | +47.9% | +24.1% |
| All | +22.3% | -25.2% | +47.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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