+38.5%
XLC vs PNC
+49.2%
-10.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -1.4% | -0.7% | -0.7% | -1.1% |
| 30D | -0.9% | -4.4% | +3.5% | +0.7% |
| 3M | -0.3% | +4.5% | -4.8% | -2.0% |
| 6M | -5.2% | +19.1% | -24.2% | -11.4% |
| YTD | -5.3% | +18.0% | -23.3% | -11.6% |
| 1Y | -2.8% | +24.1% | -26.9% | -11.2% |
| 3Y | +71.2% | +130.0% | -58.8% | +18.9% |
| All | +38.5% | +49.2% | -10.7% | +13.6% |
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