+35.7%
PNC vs S
-67.7%
+103.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | +6.5% | -10.8% | +17.3% | +7.5% |
| 3M | -7.3% | +5.4% | -12.7% | -8.3% |
| 6M | +8.5% | +41.2% | -32.7% | +3.6% |
| YTD | +14.5% | +56.2% | -41.7% | +7.5% |
| 1Y | +29.1% | +36.3% | -7.2% | +22.9% |
| 3Y | +113.7% | +49.4% | +64.3% | +97.9% |
| 5Y | +35.7% | -66.9% | +102.6% | +33.0% |
| All | +35.7% | -67.7% | +103.4% | +33.0% |
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