+2,127.7%
PNC vs EL
+1,800.1%
+327.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +1.9% | +2.7% | -0.8% | +1.0% |
| 30D | +6.2% | +10.8% | -4.6% | +2.3% |
| 3M | -8.7% | +26.5% | -35.2% | -16.9% |
| 6M | +9.2% | +31.1% | -21.9% | -2.6% |
| YTD | +14.3% | +6.6% | +7.7% | +6.9% |
| 1Y | +27.7% | +21.8% | +5.9% | +13.4% |
| 3Y | +113.5% | +1.8% | +111.7% | +87.7% |
| 5Y | +36.7% | -65.6% | +102.3% | +74.9% |
| 10Y | +203.4% | +60.3% | +143.1% | +111.9% |
| All | +2,127.7% | +1,800.1% | +327.7% | +572.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling