+508.9%
XLP vs PNC
+999.5%
-490.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -0.9% | -3.8% | +2.9% | -0.2% |
| 3M | +3.8% | +9.0% | -5.2% | +2.1% |
| 6M | -1.7% | +16.6% | -18.4% | -4.7% |
| YTD | +10.3% | +20.4% | -10.2% | +6.1% |
| 1Y | +7.8% | +22.3% | -14.5% | +3.3% |
| 3Y | +27.2% | +124.5% | -97.3% | +7.5% |
| 5Y | +32.5% | +54.1% | -21.5% | +18.8% |
| 10Y | +101.8% | +276.3% | -174.5% | +48.6% |
| All | +508.9% | +999.5% | -490.5% | +186.6% |
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