+2,625.5%
UL vs PNC
+4,053.5%
-1,428.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -1.3% | +2.3% | -3.6% | -1.7% |
| 30D | +0.9% | -3.8% | +4.7% | +1.7% |
| 3M | +14.2% | +7.8% | +6.4% | +12.5% |
| 6M | -3.2% | +19.7% | -22.9% | -6.6% |
| YTD | -0.3% | +19.1% | -19.4% | -4.0% |
| 1Y | -8.8% | +23.1% | -31.9% | -12.8% |
| 3Y | +23.9% | +132.1% | -108.3% | +2.9% |
| 5Y | +21.4% | +52.2% | -30.9% | +8.3% |
| 10Y | +66.7% | +271.4% | -204.7% | +19.7% |
| All | +2,625.5% | +4,053.5% | -1,428.0% | +1,069.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling