+203.7%
PNC vs ES
+87.3%
+116.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.8% | +0.9% | 0.0% | +0.4% |
| 30D | +6.5% | +5.9% | +0.6% | +4.1% |
| 3M | -7.3% | -1.0% | -6.3% | -7.1% |
| 6M | +8.5% | +7.2% | +1.3% | +5.2% |
| YTD | +14.5% | +7.0% | +7.5% | +10.4% |
| 1Y | +29.1% | +0.5% | +28.6% | +26.8% |
| 3Y | +113.7% | +48.7% | +65.1% | +73.7% |
| 5Y | +35.7% | +1.9% | +33.8% | +28.2% |
| 10Y | +203.7% | +89.2% | +114.5% | +201.3% |
| All | +203.7% | +87.3% | +116.3% | +201.3% |
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