+614.9%
PNC vs PSLV
+108.9%
+506.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.2% |
| 7D | -0.9% | -4.9% | +4.0% | -0.7% |
| 30D | -4.4% | -1.9% | -2.5% | -4.4% |
| 3M | +5.3% | +4.2% | +1.1% | +4.9% |
| 6M | +19.6% | -27.6% | +47.2% | +21.1% |
| YTD | +19.1% | -11.7% | +30.8% | +18.4% |
| 1Y | +24.3% | +49.3% | -25.0% | +19.5% |
| 3Y | +132.2% | +167.1% | -34.9% | +115.0% |
| 5Y | +52.3% | +151.7% | -99.4% | +40.7% |
| 10Y | +274.8% | +187.0% | +87.9% | +239.3% |
| All | +614.9% | +108.9% | +506.0% | +493.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 all: compounded portfolio wealth divided by compounded PSLV 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…
all analysis · Full analysis span regression · 6 months rolling