+50.9%
PNC vs HIG
+116.1%
-65.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 6M | +20.6% | +2.0% | +18.7% | +18.0% |
| YTD | +19.8% | +0.3% | +19.5% | +18.4% |
| 1Y | +24.4% | +4.2% | +20.2% | +19.4% |
| 3Y | +131.2% | +102.2% | +29.0% | +28.1% |
| All | +50.9% | +116.1% | -65.2% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling