+130.1%
PNC vs HIG
+101.8%
+28.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -0.9% | -2.3% | +1.4% | +0.3% |
| 30D | -4.4% | -1.2% | -3.2% | -3.9% |
| 3M | +5.3% | +6.3% | -1.0% | +1.3% |
| 6M | +19.6% | +0.6% | +19.0% | +18.5% |
| YTD | +19.1% | +0.6% | +18.5% | +18.0% |
| 1Y | +24.3% | +6.1% | +18.2% | +19.3% |
| All | +130.1% | +101.8% | +28.3% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling