+54.0%
PPL vs PNC
+272.2%
-218.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +1.8% | +2.3% | -0.5% | +1.0% |
| 30D | -1.1% | -3.8% | +2.7% | +0.2% |
| 3M | 0.0% | +7.8% | -7.8% | -2.6% |
| 6M | -7.6% | +19.7% | -27.3% | -13.3% |
| YTD | +1.7% | +19.1% | -17.4% | -4.8% |
| 1Y | +1.5% | +23.1% | -21.6% | -6.3% |
| 3Y | +55.3% | +132.1% | -76.9% | +11.0% |
| 5Y | +37.7% | +52.2% | -14.5% | +12.7% |
| 10Y | +54.0% | +271.4% | -217.4% | -0.2% |
| All | +54.0% | +272.2% | -218.2% | -0.2% |
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