+1,084.6%
XLI vs PNC
+987.7%
+96.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | -8.2% | -4.4% | -3.7% | -6.6% |
| 3M | +0.8% | +5.3% | -4.5% | -1.2% |
| 6M | +0.8% | +19.6% | -18.7% | -5.7% |
| YTD | +10.5% | +19.1% | -8.6% | +3.3% |
| 1Y | +14.1% | +24.3% | -10.2% | +4.8% |
| 3Y | +68.6% | +132.2% | -63.6% | +21.8% |
| 5Y | +80.4% | +52.3% | +28.1% | +49.4% |
| 10Y | +254.6% | +274.8% | -20.2% | +109.8% |
| All | +1,084.6% | +987.7% | +96.9% | +284.8% |
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 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