+176.9%
XLE vs PNC
+277.5%
-100.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -1.1% |
| 7D | +0.5% | -0.9% | +1.4% | +1.0% |
| 30D | +6.6% | -4.4% | +11.0% | +9.2% |
| 3M | +12.3% | +5.3% | +7.0% | +8.5% |
| 6M | +18.4% | +19.6% | -1.2% | +5.3% |
| YTD | +47.2% | +19.1% | +28.1% | +30.3% |
| 1Y | +50.3% | +24.3% | +26.0% | +29.1% |
| 3Y | +55.3% | +132.2% | -76.9% | -13.1% |
| 5Y | +226.0% | +52.3% | +173.6% | +130.7% |
| All | +176.9% | +277.5% | -100.6% | +11.1% |
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