+50.9%
PNC vs QS
-74.9%
+125.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -0.6% | -3.6% | +3.1% | -0.2% |
| 30D | -4.4% | -17.2% | +12.8% | -2.7% |
| 3M | +5.2% | -27.0% | +32.2% | +7.8% |
| 6M | +20.6% | -24.6% | +45.2% | +22.4% |
| YTD | +19.8% | -49.3% | +69.1% | +25.9% |
| 1Y | +24.4% | -40.3% | +64.8% | +26.3% |
| 3Y | +131.2% | -23.8% | +155.1% | +110.1% |
| All | +50.9% | -74.9% | +125.8% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling