+53.9%
PNC vs ES
-3.5%
+57.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -3.8% | -2.0% | -1.9% | -3.3% |
| 3M | +9.0% | +1.7% | +7.3% | +8.3% |
| 6M | +16.6% | -3.5% | +20.2% | +17.6% |
| YTD | +20.4% | +7.9% | +12.5% | +16.9% |
| 1Y | +22.3% | +17.2% | +5.2% | +13.9% |
| 3Y | +124.5% | +29.3% | +95.2% | +97.2% |
| All | +53.9% | -3.5% | +57.4% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling