+382.8%
VNQ vs PNC
+769.6%
-386.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.3% |
| 7D | -2.6% | -0.9% | -1.7% | -2.2% |
| 30D | -2.3% | -4.4% | +2.1% | -0.2% |
| 3M | -2.8% | +5.3% | -8.1% | -5.5% |
| 6M | +2.5% | +19.6% | -17.1% | -6.7% |
| YTD | +8.4% | +19.1% | -10.7% | -1.6% |
| 1Y | +6.8% | +24.3% | -17.5% | -5.5% |
| 3Y | +29.9% | +132.2% | -102.3% | -18.3% |
| 5Y | +7.2% | +52.3% | -45.1% | -19.0% |
| 10Y | +62.5% | +274.8% | -212.3% | -31.1% |
| All | +382.8% | +769.6% | -386.8% | +15.4% |
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 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