+44.2%
XLU vs PNC
+51.4%
-7.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -3.3% | -4.4% | +1.1% | -2.4% |
| 3M | -3.2% | +5.2% | -8.4% | -4.3% |
| 6M | -7.0% | +20.6% | -27.6% | -10.7% |
| YTD | +0.6% | +19.8% | -19.1% | -3.6% |
| 1Y | +2.4% | +24.4% | -22.0% | -2.8% |
| 3Y | +46.3% | +131.2% | -85.0% | +18.0% |
| All | +44.2% | +51.4% | -7.2% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling