+272.7%
PNC vs EFX
+42.6%
+230.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.6% | -4.5% | +4.0% | +1.0% |
| 30D | -4.4% | -6.1% | +1.7% | -2.7% |
| 3M | +5.2% | +6.2% | -1.0% | +1.8% |
| 6M | +20.6% | -11.2% | +31.8% | +23.7% |
| YTD | +19.8% | -21.4% | +41.2% | +27.2% |
| 1Y | +24.4% | -34.3% | +58.7% | +41.0% |
| 3Y | +131.2% | -12.5% | +143.8% | +126.1% |
| 5Y | +53.1% | -35.6% | +88.7% | +63.5% |
| All | +272.7% | +42.6% | +230.1% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling