+480.8%
PNC vs FIVE
+873.2%
-392.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.8% | +7.3% | -6.5% | -0.7% |
| 30D | +6.5% | +18.1% | -11.6% | +2.7% |
| 3M | -7.3% | +7.7% | -15.0% | -9.1% |
| 6M | +8.5% | +13.6% | -5.1% | +4.4% |
| YTD | +14.5% | +34.6% | -20.1% | +5.7% |
| 1Y | +29.1% | +66.2% | -37.2% | +13.7% |
| 3Y | +113.7% | +43.5% | +70.3% | +83.5% |
| 5Y | +35.7% | +20.7% | +15.0% | +17.4% |
| 10Y | +203.7% | +541.5% | -337.8% | +85.9% |
| All | +480.8% | +873.2% | -392.4% | +229.7% |
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