+4,002.1%
PNC vs NTRS
+7,800.3%
-3,798.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.2% |
| 7D | -0.6% | +1.4% | -1.9% | -1.5% |
| 30D | -4.4% | -0.7% | -3.7% | -4.0% |
| 3M | +5.2% | +11.3% | -6.1% | -2.4% |
| 6M | +20.6% | +35.5% | -14.9% | -2.5% |
| YTD | +19.8% | +40.6% | -20.8% | -6.1% |
| 1Y | +24.4% | +49.2% | -24.8% | -6.5% |
| 3Y | +131.2% | +167.2% | -36.0% | +14.8% |
| 5Y | +53.1% | +94.9% | -41.8% | -8.5% |
| 10Y | +276.8% | +259.5% | +17.3% | +47.7% |
| All | +4,002.1% | +7,800.3% | -3,798.2% | +327.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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