+586.1%
PNC vs XHB
+163.2%
+422.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.1% |
| 7D | -0.7% | -1.9% | +1.2% | +0.6% |
| 30D | -4.4% | -8.3% | +3.9% | +1.4% |
| 3M | +4.5% | -7.1% | +11.6% | +8.9% |
| 6M | +19.1% | -5.3% | +24.3% | +21.4% |
| YTD | +18.0% | -3.2% | +21.2% | +17.9% |
| 1Y | +24.1% | -13.9% | +37.9% | +34.0% |
| 3Y | +130.0% | +24.9% | +105.1% | +84.0% |
| 5Y | +50.4% | +34.5% | +15.9% | +10.3% |
| 10Y | +271.3% | +215.5% | +55.8% | +40.6% |
| All | +586.1% | +163.2% | +422.8% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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