+39.4%
PPL vs PNC
+53.4%
-13.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.3% |
| 30D | +0.5% | -3.8% | +4.3% | +1.3% |
| 3M | +0.7% | +9.0% | -8.4% | -1.4% |
| 6M | -7.6% | +16.6% | -24.2% | -11.0% |
| YTD | +1.8% | +20.4% | -18.6% | -3.0% |
| 1Y | -0.8% | +22.3% | -23.1% | -5.9% |
| 3Y | +56.9% | +124.5% | -67.7% | +23.9% |
| All | +39.4% | +53.4% | -13.9% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling