+2,090.9%
PNC vs HIG
+980.5%
+1,110.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +2.3% | -1.1% | +3.4% | +2.7% |
| 30D | -3.8% | -4.9% | +1.1% | -2.1% |
| 3M | +7.8% | +6.8% | +1.0% | +5.0% |
| 6M | +19.7% | -1.7% | +21.4% | +20.1% |
| YTD | +19.1% | -0.2% | +19.3% | +18.8% |
| 1Y | +23.1% | +5.7% | +17.4% | +20.2% |
| 3Y | +132.1% | +100.3% | +31.8% | +79.2% |
| 5Y | +52.2% | +118.5% | -66.3% | +14.6% |
| 10Y | +271.4% | +309.7% | -38.3% | +122.5% |
| All | +2,090.9% | +980.5% | +1,110.4% | +443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling