-68.6%
XYZ vs PNC
+52.4%
-120.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.2% |
| 7D | +2.9% | +2.3% | +0.6% | +0.8% |
| 30D | +1.4% | -3.8% | +5.2% | +5.1% |
| 3M | +14.6% | +7.8% | +6.8% | +6.0% |
| 6M | +20.8% | +19.7% | +1.1% | +0.7% |
| YTD | +23.1% | +19.1% | +3.9% | +1.6% |
| 1Y | +5.6% | +23.1% | -17.5% | -16.0% |
| 3Y | +50.9% | +132.1% | -81.2% | -40.3% |
| 5Y | -68.6% | +52.2% | -120.8% | -79.1% |
| All | -68.6% | +52.4% | -120.9% | -79.1% |
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