+3,979.8%
PNC vs LEN
+10,125.0%
-6,145.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.1% |
| 7D | +2.3% | -2.9% | +5.2% | +3.2% |
| 30D | -3.8% | -8.9% | +5.0% | -1.1% |
| 3M | +7.8% | -10.9% | +18.7% | +11.1% |
| 6M | +19.7% | -19.7% | +39.4% | +27.1% |
| YTD | +19.1% | -20.6% | +39.7% | +26.2% |
| 1Y | +23.1% | -42.4% | +65.6% | +43.9% |
| 3Y | +132.1% | -26.5% | +158.7% | +144.9% |
| 5Y | +52.2% | -10.9% | +63.2% | +46.7% |
| 10Y | +271.4% | +100.6% | +170.8% | +153.1% |
| All | +3,979.8% | +10,125.0% | -6,145.2% | +662.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling