+36.0%
PNC vs Z
-54.5%
+90.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -0.6% | -13.1% | +12.4% | +1.7% |
| 30D | +5.8% | +5.9% | 0.0% | +4.4% |
| 3M | -7.9% | -13.7% | +5.8% | -6.3% |
| 6M | +10.0% | -27.1% | +37.1% | +14.9% |
| YTD | +14.8% | -56.8% | +71.6% | +30.7% |
| 1Y | +29.7% | -60.2% | +89.9% | +49.7% |
| 3Y | +114.4% | -19.7% | +134.1% | +111.9% |
| 5Y | +36.0% | -53.7% | +89.7% | +34.9% |
| All | +36.0% | -54.5% | +90.4% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling