+465.9%
PNC vs FIVE
+822.5%
-356.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +4.5% | +17.7% | -13.2% | +0.8% |
| 3M | -10.0% | +4.0% | -14.0% | -11.1% |
| 6M | +3.1% | +2.6% | +0.5% | +1.4% |
| YTD | +11.5% | +27.6% | -16.0% | +4.2% |
| 1Y | +27.3% | +59.9% | -32.7% | +13.0% |
| 3Y | +106.4% | +35.8% | +70.6% | +79.3% |
| 5Y | +31.1% | +14.4% | +16.7% | +14.7% |
| 10Y | +231.3% | +576.1% | -344.8% | +102.7% |
| All | +465.9% | +822.5% | -356.5% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling