+50.4%
PNC vs S
-71.9%
+122.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | -4.4% | -12.6% | +8.2% | -3.3% |
| 3M | +4.5% | +27.6% | -23.1% | +1.6% |
| 6M | +19.1% | +35.5% | -16.4% | +14.4% |
| YTD | +18.0% | +29.6% | -11.6% | +13.7% |
| 1Y | +24.1% | +8.1% | +15.9% | +21.6% |
| 3Y | +130.0% | +14.8% | +115.2% | +120.1% |
| 5Y | +50.4% | -70.6% | +121.0% | +46.3% |
| All | +50.4% | -71.9% | +122.3% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling