+272.7%
PNC vs LEN
+108.0%
+164.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | -0.6% | -4.8% | +4.2% | +1.0% |
| 30D | -4.4% | -6.6% | +2.2% | -2.4% |
| 3M | +5.2% | -15.7% | +20.9% | +10.5% |
| 6M | +20.6% | -16.6% | +37.3% | +26.6% |
| YTD | +19.8% | -21.3% | +41.1% | +27.2% |
| 1Y | +24.4% | -42.0% | +66.5% | +45.7% |
| 3Y | +131.2% | -27.9% | +159.2% | +144.2% |
| 5Y | +53.1% | -10.7% | +63.8% | +45.2% |
| All | +272.7% | +108.0% | +164.7% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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