+106.4%
PNC vs FIVE
+34.8%
+71.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +4.5% | +17.7% | -13.2% | +2.2% |
| 3M | -10.0% | +4.0% | -14.0% | -10.7% |
| 6M | +3.1% | +2.6% | +0.5% | +2.2% |
| YTD | +11.5% | +27.6% | -16.0% | +6.8% |
| 1Y | +27.3% | +59.9% | -32.7% | +18.0% |
| 3Y | +106.4% | +35.8% | +70.6% | +74.5% |
| All | +106.4% | +34.8% | +71.5% | +74.5% |
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