+36.7%
PNC vs EXEL
+281.2%
-244.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | +7.6% | +13.1% | -5.5% | +5.6% |
| 3M | -8.1% | +36.3% | -44.5% | -12.6% |
| 6M | +12.6% | +34.5% | -21.9% | +7.1% |
| YTD | +15.0% | +57.4% | -42.5% | +6.0% |
| 1Y | +30.4% | +62.9% | -32.5% | +19.4% |
| 3Y | +116.1% | +229.5% | -113.4% | +65.3% |
| All | +36.7% | +281.2% | -244.6% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling