+53.5%
PNC vs LII
+25.3%
+28.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -3.8% | -12.6% | +8.8% | +0.2% |
| 3M | +9.0% | -24.4% | +33.5% | +17.2% |
| 6M | +16.6% | -28.7% | +45.3% | +27.2% |
| YTD | +20.4% | -19.1% | +39.6% | +24.8% |
| 1Y | +22.3% | -29.7% | +52.0% | +32.7% |
| 3Y | +124.5% | +4.8% | +119.8% | +99.6% |
| All | +53.5% | +25.3% | +28.2% | +20.3% |
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 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