+64.4%
PPL vs PNC
+227.4%
-163.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.2% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | +4.2% | +6.5% | -2.3% | +2.0% |
| 3M | +1.5% | -7.6% | +9.1% | +4.1% |
| 6M | +1.0% | +8.5% | -7.5% | -2.0% |
| YTD | +4.4% | +14.5% | -10.1% | -1.1% |
| 1Y | +0.8% | +29.7% | -29.0% | -8.8% |
| 3Y | +56.5% | +115.7% | -59.2% | +14.5% |
| 5Y | +47.7% | +34.6% | +13.1% | +26.5% |
| 10Y | +64.4% | +217.8% | -153.4% | +10.4% |
| All | +64.4% | +227.4% | -163.0% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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