+31.3%
PNC vs IRE
-97.7%
+129.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.8% | +15.8% | +0.1% |
| 7D | +0.8% | -41.9% | +42.7% | +1.1% |
| 30D | +6.5% | -75.1% | +81.6% | +7.5% |
| 3M | -7.3% | -82.4% | +75.1% | -6.3% |
| 6M | +8.5% | -95.5% | +104.0% | +10.7% |
| YTD | +14.5% | -93.1% | +107.5% | +13.7% |
| 1Y | +29.1% | -97.8% | +126.9% | +31.0% |
| All | +31.3% | -97.7% | +129.1% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling