+130.1%
PNC vs LH
+56.3%
+73.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.6% |
| 7D | -0.9% | -7.4% | +6.5% | +2.0% |
| 30D | -4.4% | -4.6% | +0.2% | -2.8% |
| 3M | +5.3% | +14.5% | -9.2% | -0.9% |
| 6M | +19.6% | +14.8% | +4.8% | +12.3% |
| YTD | +19.1% | +23.3% | -4.1% | +8.1% |
| 1Y | +24.3% | +13.6% | +10.7% | +16.5% |
| All | +130.1% | +56.3% | +73.7% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 3y: compounded portfolio wealth divided by compounded LH 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…
3y analysis · Full analysis span regression · 6 months rolling