+552.8%
XLP vs PNC
+918.2%
-365.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +0.7% | -1.1% | +1.8% | +1.0% |
| 30D | +10.3% | +4.5% | +5.8% | +9.4% |
| 3M | +6.5% | -10.0% | +16.5% | +8.6% |
| 6M | +8.4% | +3.1% | +5.3% | +7.6% |
| YTD | +18.2% | +11.5% | +6.7% | +15.4% |
| 1Y | +22.4% | +27.3% | -4.8% | +16.5% |
| 3Y | +41.9% | +106.4% | -64.5% | +22.0% |
| 5Y | +40.9% | +31.1% | +9.7% | +30.2% |
| 10Y | +128.4% | +231.3% | -102.9% | +72.1% |
| All | +552.8% | +918.2% | -365.4% | +211.6% |
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