+2,895.8%
PNC vs EME
+61,154.1%
-58,258.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | 0.0% |
| 7D | -0.7% | +2.7% | -3.5% | -1.7% |
| 30D | -4.4% | -6.8% | +2.4% | -2.2% |
| 3M | +4.5% | -8.8% | +13.3% | +6.2% |
| 6M | +19.1% | +5.0% | +14.1% | +14.4% |
| YTD | +18.0% | +23.5% | -5.5% | +6.3% |
| 1Y | +24.1% | +21.3% | +2.7% | +10.7% |
| 3Y | +130.0% | +241.1% | -111.0% | +33.6% |
| 5Y | +50.4% | +549.2% | -498.8% | -32.0% |
| 10Y | +271.3% | +1,306.4% | -1,035.1% | +25.6% |
| All | +2,895.8% | +61,154.1% | -58,258.3% | +503.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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