+70.3%
XLI vs PNC
+131.1%
-60.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.8% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | -7.3% | -4.4% | -2.9% | -5.5% |
| 3M | -1.3% | +5.2% | -6.6% | -3.6% |
| 6M | +2.2% | +20.6% | -18.4% | -5.8% |
| YTD | +11.7% | +19.8% | -8.1% | +2.9% |
| 1Y | +14.3% | +24.4% | -10.2% | +3.4% |
| 3Y | +70.3% | +131.2% | -60.9% | +23.8% |
| All | +70.3% | +131.1% | -60.8% | +23.8% |
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