+44.8%
XLP vs PNC
+115.6%
-70.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +2.5% | +3.1% | -0.5% | +2.1% |
| 30D | +7.3% | +7.6% | -0.3% | +6.3% |
| 3M | +8.1% | -8.1% | +16.2% | +9.2% |
| 6M | +10.5% | +12.6% | -2.1% | +8.7% |
| YTD | +21.2% | +15.0% | +6.2% | +18.5% |
| 1Y | +22.7% | +30.4% | -7.7% | +17.7% |
| 3Y | +44.8% | +116.1% | -71.3% | +29.1% |
| All | +44.8% | +115.6% | -70.8% | +29.1% |
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 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