+1,070.6%
PNC vs EXEL
+336.4%
+734.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.7% |
| 3M | -8.1% | +36.3% | -44.5% | -12.3% |
| 6M | +12.6% | +34.5% | -21.9% | +7.4% |
| YTD | +15.0% | +57.4% | -42.5% | +6.7% |
| 1Y | +30.4% | +62.9% | -32.5% | +20.3% |
| 3Y | +116.1% | +229.5% | -113.4% | +76.4% |
| 5Y | +37.5% | +281.2% | -243.7% | +8.6% |
| 10Y | +205.1% | +320.7% | -115.6% | +122.5% |
| All | +1,070.6% | +336.4% | +734.2% | +473.3% |
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