+52.3%
PNC vs EL
-69.5%
+121.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | -0.9% | -4.4% | +3.5% | 0.0% |
| 30D | -4.4% | +10.3% | -14.7% | -6.8% |
| 3M | +5.3% | +13.4% | -8.1% | +1.8% |
| 6M | +19.6% | +3.1% | +16.5% | +17.3% |
| YTD | +19.1% | -6.9% | +26.1% | +18.4% |
| 1Y | +24.3% | +11.9% | +12.4% | +17.3% |
| 3Y | +132.2% | -33.8% | +166.0% | +141.0% |
| 5Y | +52.3% | -69.0% | +121.3% | +106.2% |
| All | +52.3% | -69.5% | +121.8% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling