+219.4%
XLY vs PNC
+274.9%
-55.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -1.8% | -1.2% | -0.6% | -1.3% |
| 30D | -4.5% | -5.5% | +1.0% | -2.2% |
| 3M | -3.0% | +2.9% | -6.0% | -4.4% |
| 6M | +2.2% | +22.6% | -20.4% | -6.9% |
| YTD | -5.1% | +19.0% | -24.1% | -12.7% |
| 1Y | -4.7% | +24.1% | -28.8% | -14.1% |
| 3Y | +32.3% | +113.6% | -81.3% | -7.1% |
| 5Y | +28.7% | +54.8% | -26.1% | +2.4% |
| 10Y | +219.4% | +277.1% | -57.7% | +79.3% |
| All | +219.4% | +274.9% | -55.5% | +79.3% |
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