+197.4%
PNC vs EXPD
+336.9%
-139.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +1.9% | +3.6% | -1.7% | +0.1% |
| 30D | +6.2% | +0.3% | +6.0% | +5.9% |
| 3M | -8.7% | +6.1% | -14.8% | -11.6% |
| 6M | +9.2% | +27.4% | -18.2% | -3.9% |
| YTD | +14.3% | +32.0% | -17.7% | -2.7% |
| 1Y | +27.7% | +40.5% | -12.9% | +5.0% |
| 3Y | +113.5% | +75.7% | +37.8% | +51.9% |
| 5Y | +36.7% | +61.7% | -25.0% | -0.6% |
| All | +197.4% | +336.9% | -139.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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