+566.8%
PNC vs URA
-31.1%
+597.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | -3.8% | +7.4% | -11.2% | -5.9% |
| 3M | +9.0% | -8.4% | +17.4% | +10.5% |
| 6M | +16.6% | -12.7% | +29.4% | +18.8% |
| YTD | +20.4% | +7.8% | +12.6% | +14.1% |
| 1Y | +22.3% | +19.5% | +2.9% | +10.6% |
| 3Y | +124.5% | +116.4% | +8.1% | +60.2% |
| 5Y | +54.1% | +134.3% | -80.2% | +1.3% |
| 10Y | +276.3% | +359.3% | -83.0% | +79.5% |
| All | +566.8% | -31.1% | +597.9% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling