+132.1%
PNC vs REPL
-24.7%
+156.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | +2.3% | -5.7% | +8.0% | +2.3% |
| 30D | -3.8% | +22.5% | -26.3% | -4.0% |
| 3M | +7.8% | +64.7% | -56.9% | +7.1% |
| 6M | +19.7% | +83.0% | -63.3% | +18.0% |
| YTD | +19.1% | +52.0% | -32.8% | +17.6% |
| 1Y | +23.1% | +144.5% | -121.4% | +19.7% |
| 3Y | +132.1% | -25.1% | +157.2% | +119.0% |
| All | +132.1% | -24.7% | +156.8% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling