+127.9%
PNC vs EMB
+30.5%
+97.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -0.7% | 0.0% | -0.8% | -0.7% |
| 30D | -4.4% | -0.3% | -4.1% | -4.1% |
| 3M | +4.5% | -0.3% | +4.8% | +4.8% |
| 6M | +19.1% | +0.7% | +18.3% | +17.9% |
| YTD | +18.0% | +1.3% | +16.8% | +16.1% |
| 1Y | +24.1% | +4.7% | +19.4% | +16.8% |
| All | +127.9% | +30.5% | +97.4% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling