+22.0%
USB vs PNC
+30.4%
-8.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | 0.0% | -1.1% | +1.1% | +1.0% |
| 30D | +5.8% | +4.5% | +1.4% | +1.7% |
| 3M | -6.0% | -10.0% | +4.1% | +3.4% |
| 6M | +7.8% | +3.1% | +4.7% | +5.0% |
| YTD | +14.6% | +11.5% | +3.1% | +3.9% |
| 1Y | +31.8% | +27.3% | +4.5% | +6.1% |
| 3Y | +91.5% | +106.4% | -14.8% | +0.3% |
| All | +22.0% | +30.4% | -8.4% | -6.0% |
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