+128.9%
PNC vs REPL
-6.0%
+134.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | +1.4% | -3.0% | +4.4% | +1.5% |
| 30D | -3.8% | +27.1% | -31.0% | -4.7% |
| 3M | +9.0% | +52.4% | -43.4% | +5.6% |
| 6M | +16.6% | +107.4% | -90.8% | +7.2% |
| YTD | +20.4% | +54.7% | -34.3% | +12.1% |
| 1Y | +22.3% | +158.9% | -136.5% | +7.7% |
| 3Y | +124.5% | -23.7% | +148.3% | +90.6% |
| 5Y | +54.1% | -54.3% | +108.4% | +33.8% |
| All | +128.9% | -6.0% | +134.9% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling