+203.7%
PNC vs HAS
+102.6%
+101.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +0.8% | +3.3% | -2.4% | -0.3% |
| 30D | +6.5% | +30.5% | -24.1% | -3.2% |
| 3M | -7.3% | +29.9% | -37.2% | -15.6% |
| 6M | +8.5% | +26.5% | -18.0% | -1.1% |
| YTD | +14.5% | +51.9% | -37.5% | -2.9% |
| 1Y | +29.1% | +60.9% | -31.8% | +7.2% |
| 3Y | +113.7% | +215.0% | -101.2% | +35.0% |
| 5Y | +35.7% | +51.5% | -15.8% | +9.9% |
| 10Y | +203.7% | +102.2% | +101.4% | +112.8% |
| All | +203.7% | +102.6% | +101.1% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling