+271.3%
PNC vs LII
+163.1%
+108.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | 0.0% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | -4.4% | -11.2% | +6.8% | +0.1% |
| 3M | +4.5% | -28.8% | +33.3% | +17.2% |
| 6M | +19.1% | -26.9% | +46.0% | +31.0% |
| YTD | +18.0% | -22.2% | +40.2% | +25.5% |
| 1Y | +24.1% | -32.0% | +56.0% | +39.0% |
| 3Y | +130.0% | -0.4% | +130.5% | +106.4% |
| 5Y | +50.4% | +22.4% | +27.9% | +18.1% |
| 10Y | +271.3% | +171.4% | +99.9% | +108.3% |
| All | +271.3% | +163.1% | +108.2% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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