+31.8%
PNC vs LTH
+84.0%
-52.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.6% | +0.7% |
| 7D | +2.3% | +9.9% | -7.6% | +0.6% |
| 30D | +7.0% | +18.3% | -11.3% | +3.8% |
| 3M | -7.3% | +5.9% | -13.2% | -8.4% |
| 6M | +8.9% | +80.3% | -71.4% | -2.4% |
| YTD | +15.5% | +78.3% | -62.8% | +3.3% |
| 1Y | +31.8% | +81.0% | -49.2% | +17.1% |
| All | +31.8% | +84.0% | -52.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling