+50.9%
PNC vs IT
-42.9%
+93.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.7% | -0.5% |
| 7D | -0.6% | -3.7% | +3.1% | +0.1% |
| 30D | -4.4% | +0.1% | -4.5% | -4.7% |
| 3M | +5.2% | +20.7% | -15.4% | -0.1% |
| 6M | +20.6% | +12.0% | +8.7% | +15.4% |
| YTD | +19.8% | -28.8% | +48.6% | +28.0% |
| 1Y | +24.4% | -25.5% | +49.9% | +30.5% |
| 3Y | +131.2% | -48.8% | +180.0% | +167.6% |
| All | +50.9% | -42.9% | +93.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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