+240.2%
PNC vs Z
+6.6%
+233.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -0.6% | -13.1% | +12.4% | +1.5% |
| 30D | +5.8% | +5.9% | 0.0% | +4.5% |
| 3M | -7.9% | -13.7% | +5.8% | -6.4% |
| 6M | +10.0% | -27.1% | +37.1% | +14.3% |
| YTD | +14.8% | -56.8% | +71.6% | +28.7% |
| 1Y | +29.7% | -60.2% | +89.9% | +47.1% |
| 3Y | +114.4% | -19.7% | +134.1% | +112.8% |
| 5Y | +36.0% | -53.7% | +89.7% | +40.7% |
| 10Y | +204.7% | -16.9% | +221.6% | +147.2% |
| All | +240.2% | +6.6% | +233.7% | +158.9% |
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 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