+35.7%
PNC vs REPL
-29.4%
+65.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.1% |
| 7D | +0.8% | +12.7% | -11.9% | +0.6% |
| 30D | +6.5% | +73.5% | -67.0% | +5.5% |
| 3M | -7.3% | +70.3% | -77.6% | -8.2% |
| 6M | +8.5% | +472.0% | -463.5% | +3.7% |
| YTD | +14.5% | +139.5% | -125.0% | +10.1% |
| 1Y | +29.1% | +167.3% | -138.2% | +23.8% |
| 3Y | +113.7% | +109.5% | +4.2% | +86.3% |
| 5Y | +35.7% | -29.9% | +65.6% | +30.4% |
| All | +35.7% | -29.4% | +65.1% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling