+1,047.3%
XLE vs PNC
+949.4%
+97.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.8% |
| 7D | +5.4% | +3.1% | +2.4% | +4.2% |
| 30D | -3.9% | +7.6% | -11.6% | -6.6% |
| 3M | +7.0% | -8.1% | +15.2% | +10.1% |
| 6M | +14.2% | +12.6% | +1.6% | +8.7% |
| YTD | +48.2% | +15.0% | +33.2% | +39.1% |
| 1Y | +47.7% | +30.4% | +17.3% | +32.2% |
| 3Y | +70.0% | +116.1% | -46.1% | +24.5% |
| 5Y | +169.1% | +37.5% | +131.7% | +128.7% |
| 10Y | +180.7% | +205.1% | -24.4% | +82.4% |
| All | +1,047.3% | +949.4% | +97.9% | +356.2% |
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