+143.7%
XLC vs PNC
+131.1%
+12.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | +2.1% | -4.4% | +6.5% | +3.8% |
| 3M | +0.7% | +5.2% | -4.5% | -1.3% |
| 6M | -3.2% | +20.6% | -23.8% | -9.9% |
| YTD | -3.8% | +19.8% | -23.6% | -10.5% |
| 1Y | -2.0% | +24.4% | -26.5% | -10.4% |
| 3Y | +71.4% | +131.2% | -59.9% | +21.9% |
| 5Y | +40.7% | +53.1% | -12.4% | +15.4% |
| All | +143.7% | +131.1% | +12.6% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling