+336.7%
RF vs PNC
+272.2%
+64.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | 0.0% |
| 7D | +2.7% | +2.3% | +0.4% | +0.3% |
| 30D | -3.4% | -3.8% | +0.5% | +0.7% |
| 3M | +6.4% | +7.8% | -1.4% | -1.8% |
| 6M | +13.4% | +19.7% | -6.3% | -6.2% |
| YTD | +14.2% | +19.1% | -4.9% | -5.3% |
| 1Y | +15.7% | +23.1% | -7.4% | -7.4% |
| 3Y | +91.3% | +132.1% | -40.8% | -21.8% |
| 5Y | +89.8% | +52.2% | +37.5% | +20.3% |
| 10Y | +336.7% | +271.4% | +65.3% | +0.9% |
| All | +336.7% | +272.2% | +64.5% | +0.9% |
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