+227.7%
XLE vs PNC
+51.0%
+176.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +0.3% | -0.7% | +1.1% | +0.6% |
| 30D | +8.5% | -4.4% | +12.9% | +10.3% |
| 3M | +14.6% | +4.5% | +10.1% | +12.4% |
| 6M | +17.6% | +19.1% | -1.5% | +9.0% |
| YTD | +48.1% | +18.0% | +30.1% | +37.2% |
| 1Y | +53.8% | +24.1% | +29.7% | +39.2% |
| 3Y | +56.2% | +130.0% | -73.8% | +7.2% |
| 5Y | +227.7% | +50.4% | +177.3% | +153.1% |
| All | +227.7% | +51.0% | +176.7% | +153.1% |
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 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