+52.6%
PNC vs PL
+28.1%
+24.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -11.0% | -1.5% |
| 7D | -1.1% | -6.8% | +5.7% | -0.6% |
| 30D | +4.5% | -29.3% | +33.8% | +7.5% |
| 3M | -10.0% | -44.8% | +34.7% | -5.6% |
| 6M | +3.1% | -68.4% | +71.5% | +12.4% |
| YTD | +11.5% | -36.4% | +47.9% | +11.4% |
| 1Y | +27.3% | +0.7% | +26.5% | +20.0% |
| 3Y | +106.4% | +455.3% | -349.0% | +45.9% |
| 5Y | +31.1% | +22.7% | +8.5% | +0.9% |
| All | +52.6% | +28.1% | +24.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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