+253.0%
PNC vs Z
+17.0%
+236.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.4% | -0.1% |
| 7D | +2.3% | -3.3% | +5.5% | +2.8% |
| 30D | -3.8% | -3.7% | -0.1% | -3.5% |
| 3M | +7.8% | -7.0% | +14.8% | +8.4% |
| 6M | +19.7% | -29.5% | +49.2% | +25.4% |
| YTD | +19.1% | -52.6% | +71.7% | +32.3% |
| 1Y | +23.1% | -64.0% | +87.1% | +42.5% |
| 3Y | +132.1% | -36.4% | +168.6% | +139.4% |
| 5Y | +52.2% | -65.8% | +118.0% | +63.5% |
| 10Y | +271.4% | -5.8% | +277.2% | +196.8% |
| All | +253.0% | +17.0% | +236.0% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling