+2,090.1%
PPL vs PNC
+4,099.5%
-2,009.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | +0.5% | -3.8% | +4.3% | +1.2% |
| 3M | +0.7% | +9.0% | -8.4% | -1.1% |
| 6M | -7.6% | +16.6% | -24.2% | -10.6% |
| YTD | +1.8% | +20.4% | -18.6% | -2.2% |
| 1Y | -0.8% | +22.3% | -23.1% | -5.1% |
| 3Y | +56.9% | +124.5% | -67.7% | +31.3% |
| 5Y | +39.5% | +54.1% | -14.6% | +24.4% |
| 10Y | +55.4% | +276.3% | -220.9% | +15.1% |
| All | +2,090.1% | +4,099.5% | -2,009.5% | +965.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling