+272.7%
PNC vs ET
+177.0%
+95.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -4.4% | +2.9% | -7.3% | -5.4% |
| 3M | +5.2% | +16.8% | -11.6% | -1.0% |
| 6M | +20.6% | +18.9% | +1.8% | +12.5% |
| YTD | +19.8% | +37.7% | -17.9% | +5.2% |
| 1Y | +24.4% | +32.4% | -8.0% | +10.8% |
| 3Y | +131.2% | +99.5% | +31.8% | +74.1% |
| 5Y | +53.1% | +244.0% | -190.9% | -7.5% |
| All | +272.7% | +177.0% | +95.7% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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