+36.7%
PNC vs ELF
+272.3%
-235.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.1% |
| 7D | +3.1% | +1.6% | +1.5% | +2.9% |
| 30D | +7.6% | +9.1% | -1.5% | +6.6% |
| 3M | -8.1% | +28.2% | -36.3% | -10.7% |
| 6M | +12.6% | +119.5% | -106.9% | +2.9% |
| YTD | +15.0% | +55.2% | -40.2% | +8.3% |
| 1Y | +30.4% | +58.6% | -28.2% | +22.4% |
| 3Y | +116.1% | +21.3% | +94.9% | +87.6% |
| All | +36.7% | +272.3% | -235.6% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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