+1,019.2%
XLE vs PNC
+948.1%
+71.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -4.0% | +5.8% | -9.8% | -6.1% |
| 3M | +4.6% | -7.9% | +12.5% | +7.6% |
| 6M | +12.3% | +10.0% | +2.3% | +7.8% |
| YTD | +44.5% | +14.8% | +29.7% | +35.8% |
| 1Y | +42.4% | +29.7% | +12.8% | +27.7% |
| 3Y | +67.0% | +114.4% | -47.4% | +22.7% |
| 5Y | +161.9% | +36.0% | +125.9% | +123.5% |
| 10Y | +173.9% | +204.7% | -30.9% | +78.0% |
| All | +1,019.2% | +948.1% | +71.1% | +345.3% |
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