+270.8%
PNC vs Z
-6.2%
+277.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +1.4% |
| 7D | -0.9% | -11.6% | +10.7% | +1.0% |
| 30D | -4.4% | -8.5% | +4.0% | -3.3% |
| 3M | +5.3% | -7.9% | +13.2% | +6.1% |
| 6M | +19.6% | -29.1% | +48.7% | +25.2% |
| YTD | +19.1% | -54.2% | +73.3% | +33.3% |
| 1Y | +24.3% | -63.5% | +87.9% | +43.8% |
| 3Y | +132.2% | -38.6% | +170.8% | +140.9% |
| 5Y | +52.3% | -66.0% | +118.3% | +63.9% |
| All | +270.8% | -6.2% | +277.0% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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