+199.0%
PNC vs URA
+266.3%
-67.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.9% |
| 7D | +3.1% | -1.5% | +4.6% | +3.4% |
| 30D | +7.6% | -10.4% | +18.1% | +10.4% |
| 3M | -8.1% | -29.6% | +21.5% | -0.4% |
| 6M | +12.6% | -40.3% | +52.9% | +26.3% |
| YTD | +15.0% | -25.5% | +40.4% | +19.2% |
| 1Y | +30.4% | -26.4% | +56.8% | +35.2% |
| 3Y | +116.1% | +31.4% | +84.7% | +77.1% |
| 5Y | +37.5% | +28.6% | +8.9% | +8.8% |
| All | +199.0% | +266.3% | -67.3% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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