+28.4%
XLY vs PNC
+51.4%
-23.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | -4.2% | -4.4% | +0.2% | -2.1% |
| 3M | -2.7% | +5.2% | -7.9% | -5.3% |
| 6M | -0.6% | +20.6% | -21.3% | -9.9% |
| YTD | -5.0% | +19.8% | -24.8% | -13.9% |
| 1Y | -4.1% | +24.4% | -28.5% | -15.0% |
| 3Y | +33.6% | +131.2% | -97.6% | -15.3% |
| All | +28.4% | +51.4% | -23.0% | +1.1% |
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 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