+126.4%
PNC vs REPL
-17.3%
+143.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.4% | +9.3% | +1.2% |
| 7D | -0.9% | -13.4% | +12.5% | -0.4% |
| 30D | -4.4% | -3.0% | -1.4% | -4.4% |
| 3M | +5.3% | +56.3% | -51.0% | +1.8% |
| 6M | +19.6% | +60.9% | -41.3% | +11.2% |
| YTD | +19.1% | +36.2% | -17.1% | +11.4% |
| 1Y | +24.3% | +121.0% | -96.7% | +10.2% |
| 3Y | +132.2% | -32.8% | +165.0% | +98.0% |
| 5Y | +52.3% | -58.7% | +111.0% | +32.4% |
| All | +126.4% | -17.3% | +143.7% | +60.3% |
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