+45.4%
PNC vs LTH
+150.5%
-105.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | -4.0% | +3.4% | +0.4% |
| 30D | -4.4% | -5.3% | +0.9% | -3.2% |
| 3M | +5.2% | +19.0% | -13.8% | +0.9% |
| 6M | +20.6% | +55.8% | -35.1% | +8.1% |
| YTD | +19.8% | +56.1% | -36.4% | +7.0% |
| 1Y | +24.4% | +41.3% | -16.8% | +13.6% |
| 3Y | +131.2% | +156.6% | -25.4% | +78.4% |
| All | +45.4% | +150.5% | -105.0% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling