+271.3%
PNC vs ES
+83.1%
+188.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -4.4% | -1.0% | -3.4% | -4.1% |
| 3M | +4.5% | +1.5% | +3.0% | +3.7% |
| 6M | +19.1% | -3.5% | +22.5% | +20.2% |
| YTD | +18.0% | +7.0% | +11.0% | +14.1% |
| 1Y | +24.1% | +15.3% | +8.7% | +15.0% |
| 3Y | +130.0% | +30.2% | +99.8% | +98.6% |
| 5Y | +50.4% | -4.3% | +54.7% | +46.4% |
| 10Y | +271.3% | +87.5% | +183.8% | +270.5% |
| All | +271.3% | +83.1% | +188.2% | +270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling