+69.7%
XLC vs PNC
+129.9%
-60.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.3% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | +0.2% | -4.4% | +4.6% | +1.5% |
| 3M | +0.7% | +5.3% | -4.6% | -0.8% |
| 6M | -4.5% | +19.6% | -24.0% | -9.4% |
| YTD | -4.7% | +19.1% | -23.9% | -10.0% |
| 1Y | -1.5% | +24.3% | -25.8% | -8.3% |
| All | +69.7% | +129.9% | -60.2% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling