+52.3%
PNC vs PSKY
-71.2%
+123.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -0.9% | -6.0% | +5.1% | -0.1% |
| 30D | -4.4% | +10.7% | -15.1% | -5.8% |
| 3M | +5.3% | +1.2% | +4.1% | +4.9% |
| 6M | +19.6% | +1.5% | +18.1% | +18.6% |
| YTD | +19.1% | -21.8% | +40.9% | +22.0% |
| 1Y | +24.3% | -30.2% | +54.5% | +28.3% |
| 3Y | +132.2% | -20.1% | +152.3% | +121.8% |
| 5Y | +52.3% | -70.5% | +122.8% | +82.9% |
| All | +52.3% | -71.2% | +123.5% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 5y: compounded portfolio wealth divided by compounded PSKY 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…
5y analysis · Full analysis span regression · 6 months rolling