+271.3%
PNC vs M
-7.1%
+278.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.1% |
| 7D | -0.7% | -4.1% | +3.3% | +0.3% |
| 30D | -4.4% | -13.6% | +9.2% | -1.0% |
| 3M | +4.5% | -2.3% | +6.8% | +4.5% |
| 6M | +19.1% | +21.9% | -2.9% | +12.4% |
| YTD | +18.0% | -0.6% | +18.6% | +16.8% |
| 1Y | +24.1% | +29.7% | -5.7% | +14.4% |
| 3Y | +130.0% | +107.3% | +22.7% | +78.0% |
| 5Y | +50.4% | +20.5% | +29.9% | +24.0% |
| 10Y | +271.3% | -6.1% | +277.4% | +137.3% |
| All | +271.3% | -7.1% | +278.4% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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