+3,979.8%
PNC vs EFX
+6,208.7%
-2,228.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.1% |
| 7D | +2.3% | -7.8% | +10.1% | +5.4% |
| 30D | -3.8% | -5.7% | +1.9% | -2.0% |
| 3M | +7.8% | +2.5% | +5.3% | +5.4% |
| 6M | +19.7% | -16.7% | +36.4% | +26.0% |
| YTD | +19.1% | -20.2% | +39.3% | +26.2% |
| 1Y | +23.1% | -31.4% | +54.5% | +37.9% |
| 3Y | +132.1% | -10.5% | +142.6% | +126.3% |
| 5Y | +52.2% | -35.2% | +87.4% | +64.2% |
| 10Y | +271.4% | +40.2% | +231.3% | +178.2% |
| All | +3,979.8% | +6,208.7% | -2,228.9% | +995.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling