+272.7%
PNC vs HIG
+313.7%
-41.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.6% | -1.5% | +0.9% | +0.4% |
| 30D | -4.4% | -0.4% | -4.0% | -4.2% |
| 3M | +5.2% | +6.7% | -1.4% | +0.5% |
| 6M | +20.6% | +2.0% | +18.7% | +18.3% |
| YTD | +19.8% | +0.3% | +19.5% | +18.6% |
| 1Y | +24.4% | +4.2% | +20.2% | +19.9% |
| 3Y | +131.2% | +102.2% | +29.0% | +42.5% |
| 5Y | +53.1% | +118.5% | -65.4% | -10.2% |
| All | +272.7% | +313.7% | -41.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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