+584.7%
PNC vs ET
+1,451.4%
-866.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | -0.9% | +1.4% | -2.2% | -1.3% |
| 30D | -4.4% | +4.6% | -9.0% | -5.7% |
| 3M | +5.3% | +16.0% | -10.8% | +0.7% |
| 6M | +19.6% | +22.8% | -3.2% | +12.3% |
| YTD | +19.1% | +38.9% | -19.7% | +7.7% |
| 1Y | +24.3% | +34.1% | -9.8% | +13.4% |
| 3Y | +132.2% | +98.8% | +33.4% | +87.8% |
| 5Y | +52.3% | +246.8% | -194.5% | +4.1% |
| 10Y | +274.8% | +174.4% | +100.4% | +152.3% |
| All | +584.7% | +1,451.4% | -866.7% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling