+503.5%
PNC vs INDA
+111.6%
+391.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.1% |
| 7D | +2.3% | -1.0% | +3.3% | +2.9% |
| 30D | -3.8% | -2.5% | -1.3% | -2.4% |
| 3M | +7.8% | +4.0% | +3.8% | +5.2% |
| 6M | +19.7% | -1.8% | +21.5% | +20.5% |
| YTD | +19.1% | -9.2% | +28.3% | +25.5% |
| 1Y | +23.1% | -7.2% | +30.3% | +27.8% |
| 3Y | +132.1% | +9.8% | +122.3% | +116.9% |
| 5Y | +52.2% | +7.5% | +44.7% | +44.2% |
| 10Y | +271.4% | +80.8% | +190.6% | +156.5% |
| All | +503.5% | +111.6% | +391.9% | +290.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling