+209.8%
RF vs PNC
+200.7%
+9.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | 0.0% |
| 7D | +0.4% | +1.9% | -1.5% | -1.6% |
| 30D | +5.6% | +6.2% | -0.7% | -1.0% |
| 3M | -8.9% | -8.7% | -0.1% | +0.2% |
| 6M | +7.1% | +9.2% | -2.1% | -2.5% |
| YTD | +8.3% | +14.3% | -6.0% | -6.3% |
| 1Y | +16.8% | +27.7% | -10.8% | -10.0% |
| 3Y | +115.0% | +113.5% | +1.5% | -3.9% |
| 5Y | +46.4% | +36.7% | +9.7% | +4.2% |
| All | +209.8% | +200.7% | +9.2% | -4.0% |
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