+74.2%
XLF vs PNC
+131.1%
-56.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.4% |
| 7D | -1.5% | -0.6% | -0.9% | -1.2% |
| 30D | -1.2% | -4.4% | +3.2% | +1.1% |
| 3M | +9.2% | +5.2% | +3.9% | +6.3% |
| 6M | +16.3% | +20.6% | -4.3% | +5.5% |
| YTD | +5.4% | +19.8% | -14.3% | -4.2% |
| 1Y | +7.6% | +24.4% | -16.8% | -4.3% |
| 3Y | +74.2% | +131.2% | -57.0% | +20.7% |
| All | +74.2% | +131.1% | -56.9% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling