+199.0%
PNC vs ESI
+318.1%
-119.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | +3.1% | +5.5% | -2.5% | +0.7% |
| 30D | +7.6% | -7.8% | +15.4% | +10.5% |
| 3M | -8.1% | -15.0% | +6.9% | -3.1% |
| 6M | +12.6% | -24.9% | +37.5% | +22.8% |
| YTD | +15.0% | +33.2% | -18.3% | -6.6% |
| 1Y | +30.4% | +24.9% | +5.5% | +8.9% |
| 3Y | +116.1% | +77.8% | +38.4% | +46.6% |
| 5Y | +37.5% | +37.1% | +0.3% | +3.3% |
| All | +199.0% | +318.1% | -119.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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