+106.2%
XLP vs PNC
+268.7%
-162.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.9% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -2.2% | -4.4% | +2.2% | -1.3% |
| 3M | -0.6% | +4.5% | -5.1% | -1.6% |
| 6M | -2.2% | +19.1% | -21.2% | -6.1% |
| YTD | +8.3% | +18.0% | -9.8% | +3.8% |
| 1Y | +5.7% | +24.1% | -18.3% | +0.1% |
| 3Y | +25.7% | +130.0% | -104.3% | +1.0% |
| 5Y | +31.3% | +50.4% | -19.1% | +15.4% |
| 10Y | +106.2% | +271.3% | -165.1% | +52.1% |
| All | +106.2% | +268.7% | -162.6% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling