+118.4%
PNC vs REPL
+36.8%
+81.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +3.1% | +1.2% | +1.8% | +3.0% |
| 30D | +7.6% | +92.2% | -84.5% | +5.0% |
| 3M | -8.1% | +44.1% | -52.2% | -9.5% |
| 6M | +12.6% | +313.0% | -300.4% | +3.6% |
| YTD | +15.0% | +125.2% | -110.3% | +5.4% |
| 1Y | +30.4% | +143.8% | -113.4% | +19.0% |
| 3Y | +116.1% | +104.2% | +11.9% | +69.6% |
| 5Y | +37.5% | -34.5% | +72.0% | +17.9% |
| All | +118.4% | +36.8% | +81.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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