+50.4%
PNC vs REPL
-53.9%
+104.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.9% |
| 7D | -0.7% | -9.6% | +8.8% | -0.6% |
| 30D | -4.4% | +5.7% | -10.1% | -4.5% |
| 3M | +4.5% | +56.4% | -51.9% | +2.9% |
| 6M | +19.1% | +67.4% | -48.4% | +15.2% |
| YTD | +18.0% | +48.7% | -30.6% | +14.4% |
| 1Y | +24.1% | +148.3% | -124.2% | +16.6% |
| 3Y | +130.0% | -26.7% | +156.7% | +114.1% |
| 5Y | +50.4% | -54.1% | +104.5% | +42.9% |
| All | +50.4% | -53.9% | +104.3% | +42.9% |
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