+1,401.7%
PNC vs KMX
+450.6%
+951.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.1% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | -3.8% | +4.1% | -7.9% | -4.9% |
| 3M | +7.8% | +27.5% | -19.7% | +0.9% |
| 6M | +19.7% | +43.6% | -23.9% | +8.0% |
| YTD | +19.1% | +56.8% | -37.6% | +4.8% |
| 1Y | +23.1% | -1.3% | +24.5% | +18.8% |
| 3Y | +132.1% | -25.4% | +157.5% | +135.8% |
| 5Y | +52.2% | -53.9% | +106.1% | +67.2% |
| 10Y | +271.4% | +0.7% | +270.7% | +233.4% |
| All | +1,401.7% | +450.6% | +951.0% | +769.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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