+280.7%
PNC vs PR
+109.1%
+171.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +1.4% | +2.9% | -1.5% | +1.0% |
| 30D | -3.8% | +18.0% | -21.9% | -5.8% |
| 3M | +9.0% | +16.9% | -7.8% | +6.7% |
| 6M | +16.6% | +28.2% | -11.6% | +12.6% |
| YTD | +20.4% | +69.3% | -48.9% | +12.1% |
| 1Y | +22.3% | +69.5% | -47.2% | +13.7% |
| 3Y | +124.5% | +81.7% | +42.9% | +104.9% |
| 5Y | +54.1% | +422.2% | -368.2% | +21.4% |
| All | +280.7% | +109.1% | +171.7% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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