+141.4%
XLC vs PNC
+129.9%
+11.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +0.6% | +2.3% | -1.7% | -0.2% |
| 30D | +0.2% | -3.8% | +4.1% | +1.6% |
| 3M | +0.6% | +7.8% | -7.1% | -2.2% |
| 6M | -4.5% | +19.7% | -24.2% | -10.8% |
| YTD | -4.7% | +19.1% | -23.8% | -11.2% |
| 1Y | -1.7% | +23.1% | -24.8% | -9.7% |
| 3Y | +72.3% | +132.1% | -59.9% | +22.3% |
| 5Y | +37.8% | +52.2% | -14.5% | +13.2% |
| All | +141.4% | +129.9% | +11.5% | +53.3% |
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