+115.0%
PNC vs PL
+540.6%
-425.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.2% |
| 7D | +1.9% | +22.3% | -20.4% | +0.3% |
| 30D | +6.2% | -8.3% | +14.5% | +6.7% |
| 3M | -8.7% | -43.3% | +34.5% | -5.2% |
| 6M | +9.2% | -65.8% | +75.0% | +16.9% |
| YTD | +14.3% | -29.5% | +43.8% | +12.9% |
| 1Y | +27.7% | +11.7% | +15.9% | +19.7% |
| All | +115.0% | +540.6% | -425.6% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling