+174.3%
PNC vs QS
-46.4%
+220.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -0.6% | -3.6% | +3.1% | -0.4% |
| 30D | -4.4% | -17.2% | +12.8% | -3.4% |
| 3M | +5.2% | -27.0% | +32.2% | +6.7% |
| 6M | +20.6% | -24.6% | +45.2% | +21.7% |
| YTD | +19.8% | -49.3% | +69.1% | +23.3% |
| 1Y | +24.4% | -40.3% | +64.8% | +25.8% |
| 3Y | +131.2% | -23.8% | +155.1% | +121.9% |
| 5Y | +53.1% | -75.0% | +128.1% | +48.4% |
| All | +174.3% | -46.4% | +220.7% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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