+47.8%
PNC vs S
-51.5%
+99.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.8% | +0.1% |
| 7D | +1.9% | +4.1% | -2.2% | +1.5% |
| 30D | +6.2% | -7.2% | +13.4% | +6.7% |
| 3M | -8.7% | 0.0% | -8.7% | -9.2% |
| 6M | +9.2% | +41.6% | -32.4% | +4.8% |
| YTD | +14.3% | +48.6% | -34.3% | +8.6% |
| 1Y | +27.7% | +30.0% | -2.4% | +22.7% |
| 3Y | +113.5% | +42.2% | +71.3% | +100.7% |
| 5Y | +36.7% | -70.8% | +107.5% | +29.2% |
| All | +47.8% | -51.5% | +99.4% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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