+2,246.7%
PNC vs EL
+1,685.7%
+560.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.8% |
| 7D | +1.4% | +0.8% | +0.6% | +1.1% |
| 30D | -3.8% | +19.8% | -23.7% | -10.4% |
| 3M | +9.0% | +25.7% | -16.7% | -0.4% |
| 6M | +16.6% | +5.4% | +11.2% | +11.7% |
| YTD | +20.4% | +0.2% | +20.2% | +15.6% |
| 1Y | +22.3% | +20.4% | +1.9% | +8.9% |
| 3Y | +124.5% | -32.1% | +156.7% | +128.5% |
| 5Y | +54.1% | -67.2% | +121.3% | +100.6% |
| 10Y | +276.3% | +31.7% | +244.5% | +182.9% |
| All | +2,246.7% | +1,685.7% | +560.9% | +626.8% |
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