+544.1%
PNC vs EMB
+132.1%
+411.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -3.8% | -0.3% | -3.5% | -3.6% |
| 3M | +9.0% | -0.4% | +9.4% | +9.4% |
| 6M | +16.6% | +0.1% | +16.5% | +16.6% |
| YTD | +20.4% | +1.6% | +18.8% | +18.9% |
| 1Y | +22.3% | +5.6% | +16.7% | +16.8% |
| 3Y | +124.5% | +29.8% | +94.7% | +81.1% |
| 5Y | +54.1% | +7.3% | +46.8% | +44.3% |
| 10Y | +276.3% | +30.4% | +245.8% | +209.6% |
| All | +544.1% | +132.1% | +411.9% | +220.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling