+14.7%
XLF vs PNC
+32.8%
-18.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.8% | +2.6% |
| 7D | +5.5% | +2.3% | +3.2% | +4.3% |
| 30D | +9.9% | +7.0% | +2.9% | +6.4% |
| 3M | +2.6% | -7.3% | +9.9% | +6.3% |
| 6M | +15.6% | +8.9% | +6.7% | +10.5% |
| YTD | +9.4% | +15.5% | -6.1% | +1.5% |
| 1Y | +14.7% | +31.8% | -17.1% | -0.2% |
| All | +14.7% | +32.8% | -18.0% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling