+30.5%
PNC vs LII
+19.9%
+10.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +4.5% | -4.6% | +9.1% | +5.6% |
| 3M | -10.0% | -21.2% | +11.2% | -3.6% |
| 6M | +3.1% | -36.4% | +39.5% | +16.5% |
| YTD | +11.5% | -28.9% | +40.5% | +19.8% |
| 1Y | +27.3% | -29.5% | +56.8% | +37.0% |
| 3Y | +106.4% | -8.6% | +114.9% | +90.7% |
| All | +30.5% | +19.9% | +10.6% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling