+380.5%
PNC vs ESI
+224.6%
+155.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -0.8% |
| 7D | +1.4% | +3.3% | -1.9% | +0.3% |
| 30D | -3.8% | -5.9% | +2.0% | -2.1% |
| 3M | +9.0% | -14.1% | +23.1% | +12.8% |
| 6M | +16.6% | +6.6% | +10.1% | +11.0% |
| YTD | +20.4% | +45.0% | -24.6% | +2.6% |
| 1Y | +22.3% | +41.5% | -19.1% | +4.6% |
| 3Y | +124.5% | +78.8% | +45.8% | +74.8% |
| 5Y | +54.1% | +70.9% | -16.8% | +20.0% |
| 10Y | +276.3% | +317.1% | -40.8% | +121.3% |
| All | +380.5% | +224.6% | +155.9% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling