+19.2%
UL vs PNC
+50.6%
-31.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.5% |
| 7D | -4.1% | -0.9% | -3.2% | -3.9% |
| 30D | -1.2% | -4.4% | +3.2% | -0.6% |
| 3M | +6.0% | +5.3% | +0.7% | +5.2% |
| 6M | -5.5% | +19.6% | -25.1% | -7.9% |
| YTD | -3.3% | +19.1% | -22.5% | -5.9% |
| 1Y | -9.8% | +24.3% | -34.1% | -12.8% |
| 3Y | +20.1% | +132.2% | -112.1% | +1.7% |
| 5Y | +19.2% | +52.3% | -33.1% | +12.9% |
| All | +19.2% | +50.6% | -31.4% | +12.9% |
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 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