+3,720.2%
PNC vs EXPD
+30,172.0%
-26,451.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -1.1% | -7.2% | +6.1% | +1.1% |
| 30D | +4.5% | -3.3% | +7.7% | +5.4% |
| 3M | -10.0% | +3.4% | -13.4% | -11.1% |
| 6M | +3.1% | +22.7% | -19.6% | -3.4% |
| YTD | +11.5% | +24.5% | -13.0% | +3.4% |
| 1Y | +27.3% | +38.6% | -11.4% | +14.1% |
| 3Y | +106.4% | +71.5% | +34.9% | +72.1% |
| 5Y | +31.1% | +56.2% | -25.1% | +11.3% |
| 10Y | +231.3% | +310.5% | -79.1% | +113.7% |
| All | +3,720.2% | +30,172.0% | -26,451.8% | +1,375.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling