-1.4%
PPL vs PNC
+28.8%
-30.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.2% | +1.9% | -4.1% | -2.3% |
| 30D | +1.7% | +6.2% | -4.6% | +1.2% |
| 3M | +0.1% | -8.7% | +8.9% | +0.5% |
| 6M | -1.5% | +9.2% | -10.7% | -1.7% |
| YTD | +3.0% | +14.3% | -11.4% | +2.5% |
| 1Y | -1.4% | +27.7% | -29.1% | -1.2% |
| All | -1.4% | +28.8% | -30.3% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling