+272.7%
PNC vs NYT
+489.9%
-217.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -4.4% | +4.6% | -9.0% | -5.6% |
| 3M | +5.2% | -9.6% | +14.8% | +7.5% |
| 6M | +20.6% | -14.0% | +34.6% | +24.6% |
| YTD | +19.8% | -2.8% | +22.6% | +19.0% |
| 1Y | +24.4% | +15.6% | +8.8% | +17.2% |
| 3Y | +131.2% | +56.3% | +74.9% | +95.5% |
| 5Y | +53.1% | +39.5% | +13.6% | +30.1% |
| All | +272.7% | +489.9% | -217.2% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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