+1,106.7%
XLY vs PNC
+993.4%
+113.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | -4.2% | -4.4% | +0.2% | -2.6% |
| 3M | -2.7% | +5.2% | -7.9% | -4.6% |
| 6M | -0.6% | +20.6% | -21.3% | -7.4% |
| YTD | -5.0% | +19.8% | -24.8% | -11.5% |
| 1Y | -4.1% | +24.4% | -28.5% | -12.0% |
| 3Y | +33.6% | +131.2% | -97.6% | -2.9% |
| 5Y | +28.7% | +53.1% | -24.4% | +7.4% |
| 10Y | +219.6% | +276.8% | -57.1% | +85.7% |
| All | +1,106.7% | +993.4% | +113.4% | +255.5% |
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