+46.2%
PNC vs LTH
+160.9%
-114.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | -3.8% | -4.6% | +0.8% | -2.9% |
| 3M | +9.0% | +32.8% | -23.8% | +2.0% |
| 6M | +16.6% | +64.6% | -48.0% | +3.2% |
| YTD | +20.4% | +62.6% | -42.2% | +6.7% |
| 1Y | +22.3% | +49.9% | -27.6% | +10.1% |
| 3Y | +124.5% | +151.3% | -26.8% | +74.1% |
| All | +46.2% | +160.9% | -114.7% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling