+3,820.5%
PNC vs ES
+1,229.2%
+2,591.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +6.5% | +5.7% | +0.8% | +4.4% |
| 3M | -7.6% | -2.8% | -4.8% | -6.8% |
| 6M | +8.5% | +7.0% | +1.5% | +5.7% |
| YTD | +14.5% | +6.8% | +7.7% | +11.0% |
| 1Y | +29.7% | -0.5% | +30.2% | +28.2% |
| 3Y | +115.7% | +47.2% | +68.5% | +82.7% |
| 5Y | +34.6% | +2.3% | +32.4% | +28.4% |
| 10Y | +217.8% | +85.6% | +132.2% | +144.6% |
| All | +3,820.5% | +1,229.2% | +2,591.3% | +1,422.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling