-73.3%
U vs PNC
+36.8%
-110.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.7% |
| 7D | +2.6% | +3.1% | -0.5% | -0.3% |
| 30D | +27.6% | +7.6% | +19.9% | +18.2% |
| 3M | +15.3% | -8.1% | +23.5% | +23.8% |
| 6M | +96.4% | +12.6% | +83.8% | +71.4% |
| YTD | +19.6% | +15.0% | +4.6% | +1.3% |
| 1Y | +42.1% | +30.4% | +11.7% | +5.6% |
| 3Y | +87.5% | +116.1% | -28.6% | -19.5% |
| All | -73.3% | +36.8% | -110.1% | -82.3% |
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