+755.9%
PNC vs ITOT
+887.7%
-131.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.5% |
| 7D | -0.6% | -0.9% | +0.4% | +0.6% |
| 30D | -4.4% | -1.5% | -2.9% | -2.6% |
| 3M | +5.2% | +3.6% | +1.7% | +0.3% |
| 6M | +20.6% | +13.7% | +6.9% | +1.5% |
| YTD | +19.8% | +12.9% | +6.8% | +1.6% |
| 1Y | +24.4% | +17.2% | +7.2% | +0.4% |
| 3Y | +131.2% | +75.6% | +55.6% | +9.3% |
| 5Y | +53.1% | +75.5% | -22.4% | -28.7% |
| 10Y | +276.8% | +302.0% | -25.2% | -42.8% |
| All | +755.9% | +887.7% | -131.7% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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