+115.0%
PNC vs LTH
+234.6%
-119.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.7% | +0.5% |
| 7D | +1.9% | -4.6% | +6.5% | +2.9% |
| 30D | +6.2% | +14.8% | -8.6% | +2.9% |
| 3M | -8.7% | +3.9% | -12.7% | -9.7% |
| 6M | +9.2% | +35.5% | -26.3% | +1.5% |
| YTD | +14.3% | +71.3% | -57.0% | -0.2% |
| 1Y | +27.7% | +75.7% | -48.0% | +10.7% |
| All | +115.0% | +234.6% | -119.6% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling