+20.3%
UL vs PNC
+131.1%
-110.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -3.4% | -0.6% | -2.8% | -3.4% |
| 30D | +0.5% | -4.4% | +4.9% | +0.8% |
| 3M | +7.2% | +5.2% | +2.0% | +6.9% |
| 6M | -3.1% | +20.6% | -23.7% | -4.0% |
| YTD | -2.7% | +19.8% | -22.5% | -3.7% |
| 1Y | -10.2% | +24.4% | -34.7% | -11.4% |
| 3Y | +20.3% | +131.2% | -111.0% | +13.3% |
| All | +20.3% | +131.1% | -110.9% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling