+811.7%
XLB vs PNC
+987.4%
-175.7%
-59.8%
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% | -0.6% |
| 7D | -0.2% | +2.3% | -2.5% | -1.1% |
| 30D | -1.7% | -3.8% | +2.1% | -0.4% |
| 3M | +4.4% | +7.8% | -3.4% | +1.4% |
| 6M | +5.0% | +19.7% | -14.7% | -1.8% |
| YTD | +15.5% | +19.1% | -3.6% | +7.8% |
| 1Y | +14.9% | +23.1% | -8.2% | +5.9% |
| 3Y | +34.5% | +132.1% | -97.6% | -2.6% |
| 5Y | +36.5% | +52.2% | -15.7% | +13.5% |
| 10Y | +159.6% | +271.4% | -111.8% | +54.4% |
| All | +811.7% | +987.4% | -175.7% | +208.8% |
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