+1,126.4%
PNC vs EXEL
+273.2%
+853.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +1.4% | +8.4% | -7.0% | +0.2% |
| 30D | -3.8% | +4.1% | -7.9% | -4.5% |
| 3M | +9.0% | +12.4% | -3.4% | +6.9% |
| 6M | +16.6% | +41.5% | -24.9% | +10.3% |
| YTD | +20.4% | +34.6% | -14.2% | +14.5% |
| 1Y | +22.3% | +57.9% | -35.5% | +13.1% |
| 3Y | +124.5% | +159.5% | -35.0% | +89.7% |
| 5Y | +54.1% | +198.5% | -144.4% | +26.0% |
| 10Y | +276.3% | +411.4% | -135.1% | +165.2% |
| All | +1,126.4% | +273.2% | +853.2% | +515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling