+50.9%
PNC vs INDA
+5.7%
+45.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | -0.1% |
| 7D | -0.6% | -2.7% | +2.1% | +1.3% |
| 30D | -4.4% | -2.8% | -1.6% | -2.6% |
| 3M | +5.2% | +1.6% | +3.6% | +3.8% |
| 6M | +20.6% | -1.4% | +22.1% | +21.2% |
| YTD | +19.8% | -10.1% | +29.9% | +28.6% |
| 1Y | +24.4% | -8.8% | +33.2% | +31.7% |
| 3Y | +131.2% | +7.6% | +123.6% | +108.6% |
| All | +50.9% | +5.7% | +45.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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