+68.3%
T vs PNC
+50.6%
+17.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | +4.3% | -4.4% | +8.7% | +5.3% |
| 3M | +11.6% | +5.3% | +6.3% | +10.2% |
| 6M | -5.6% | +19.6% | -25.2% | -9.4% |
| YTD | +6.6% | +19.1% | -12.6% | +1.8% |
| 1Y | -8.4% | +24.3% | -32.7% | -13.5% |
| 3Y | +107.8% | +132.2% | -24.4% | +61.6% |
| 5Y | +68.3% | +52.3% | +16.0% | +43.5% |
| All | +68.3% | +50.6% | +17.7% | +43.5% |
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