+270.8%
PNC vs VSH
+179.3%
+91.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -0.9% | +3.1% | -4.0% | -1.9% |
| 30D | -4.4% | -5.7% | +1.3% | -2.8% |
| 3M | +5.3% | -42.5% | +47.7% | +21.9% |
| 6M | +19.6% | +82.7% | -63.1% | -15.2% |
| YTD | +19.1% | +118.2% | -99.1% | -22.2% |
| 1Y | +24.3% | +109.7% | -85.4% | -18.7% |
| 3Y | +132.2% | +35.3% | +96.9% | +72.9% |
| 5Y | +52.3% | +65.6% | -13.3% | -0.7% |
| All | +270.8% | +179.3% | +91.5% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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