+271.3%
PNC vs LSCC
+1,833.8%
-1,562.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | -4.4% | -10.0% | +5.6% | -2.5% |
| 3M | +4.5% | -16.1% | +20.6% | +6.8% |
| 6M | +19.1% | +27.4% | -8.3% | +10.2% |
| YTD | +18.0% | +56.9% | -38.9% | +3.6% |
| 1Y | +24.1% | +74.6% | -50.5% | +5.7% |
| 3Y | +130.0% | +26.0% | +104.1% | +98.6% |
| 5Y | +50.4% | +86.1% | -35.7% | +11.9% |
| 10Y | +271.3% | +1,830.6% | -1,559.3% | +75.7% |
| All | +271.3% | +1,833.8% | -1,562.6% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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