+240.7%
PNC vs Z
+7.8%
+232.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | 0.0% |
| 7D | +3.1% | +0.8% | +2.2% | +2.9% |
| 30D | +7.6% | +5.2% | +2.5% | +6.4% |
| 3M | -8.1% | -17.0% | +8.9% | -6.0% |
| 6M | +12.6% | -22.7% | +35.3% | +15.9% |
| YTD | +15.0% | -56.3% | +71.3% | +28.6% |
| 1Y | +30.4% | -57.7% | +88.1% | +46.5% |
| 3Y | +116.1% | -16.5% | +132.7% | +113.3% |
| 5Y | +37.5% | -53.4% | +90.9% | +42.1% |
| 10Y | +205.1% | -15.9% | +221.0% | +147.0% |
| All | +240.7% | +7.8% | +232.9% | +158.8% |
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