+26.4%
USB vs PNC
+35.2%
-8.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.1% |
| 7D | +0.8% | -0.2% | +0.9% | +0.9% |
| 30D | +6.8% | +6.5% | +0.3% | +0.9% |
| 3M | -3.8% | -7.6% | +3.8% | +3.3% |
| 6M | +11.7% | +8.5% | +3.2% | +4.0% |
| YTD | +17.5% | +14.5% | +3.0% | +4.1% |
| 1Y | +33.8% | +29.7% | +4.1% | +5.8% |
| 3Y | +104.2% | +115.7% | -11.4% | +2.8% |
| 5Y | +26.4% | +34.6% | -8.2% | -5.4% |
| All | +26.4% | +35.2% | -8.8% | -5.4% |
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