-61.6%
XYZ vs PNC
+35.2%
-96.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +1.1% |
| 7D | +14.9% | -0.2% | +15.0% | +15.3% |
| 30D | +14.7% | +6.5% | +8.2% | +8.2% |
| 3M | +12.1% | -7.6% | +19.7% | +20.7% |
| 6M | +18.3% | +8.5% | +9.8% | +8.4% |
| YTD | +36.1% | +14.5% | +21.6% | +16.4% |
| 1Y | +35.3% | +29.7% | +5.6% | +1.8% |
| 3Y | +73.5% | +115.7% | -42.2% | -27.1% |
| 5Y | -61.6% | +34.6% | -96.2% | -72.3% |
| All | -61.6% | +35.2% | -96.8% | -72.3% |
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 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