+137.1%
PNC vs FIVE
+56.0%
+81.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.5% |
| 7D | +1.4% | +4.3% | -2.9% | +0.8% |
| 30D | -3.8% | +12.5% | -16.3% | -5.5% |
| 3M | +9.0% | +31.2% | -22.2% | +4.8% |
| 6M | +16.6% | +14.4% | +2.3% | +13.7% |
| YTD | +20.4% | +33.9% | -13.5% | +14.6% |
| 1Y | +22.3% | +65.1% | -42.7% | +12.6% |
| All | +137.1% | +56.0% | +81.0% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling