+511.1%
PNC vs FIVE
+868.1%
-357.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.9% |
| 7D | +1.4% | +4.3% | -2.9% | +0.5% |
| 30D | -3.8% | +12.5% | -16.3% | -6.4% |
| 3M | +9.0% | +31.2% | -22.2% | +2.4% |
| 6M | +16.6% | +14.4% | +2.3% | +11.9% |
| YTD | +20.4% | +33.9% | -13.5% | +11.5% |
| 1Y | +22.3% | +65.1% | -42.7% | +7.8% |
| 3Y | +124.5% | +49.0% | +75.6% | +91.2% |
| 5Y | +54.1% | +30.3% | +23.8% | +30.8% |
| 10Y | +276.3% | +481.1% | -204.8% | +133.4% |
| All | +511.1% | +868.1% | -357.1% | +247.9% |
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