+52.3%
PNC vs USFR
+20.4%
+31.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -0.9% | +0.1% | -1.0% | -0.7% |
| 30D | -4.4% | +0.3% | -4.7% | -3.8% |
| 3M | +5.3% | +1.0% | +4.3% | +7.3% |
| 6M | +19.6% | +1.9% | +17.7% | +24.2% |
| YTD | +19.1% | +2.7% | +16.5% | +25.2% |
| 1Y | +24.3% | +4.0% | +20.3% | +33.7% |
| 3Y | +132.2% | +14.1% | +118.1% | +211.3% |
| 5Y | +52.3% | +20.5% | +31.8% | +123.1% |
| All | +52.3% | +20.4% | +31.9% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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