+533.2%
XYZ vs PNC
+270.3%
+262.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.0% | +1.4% | -2.4% | -1.8% |
| 30D | -1.7% | -3.8% | +2.1% | +1.0% |
| 3M | +16.7% | +9.0% | +7.7% | +9.6% |
| 6M | +26.9% | +16.6% | +10.2% | +13.5% |
| YTD | +27.1% | +20.4% | +6.7% | +10.5% |
| 1Y | +9.3% | +22.3% | -13.1% | -6.2% |
| 3Y | +42.3% | +124.5% | -82.3% | -19.0% |
| 5Y | -69.3% | +54.1% | -123.4% | -77.2% |
| 10Y | +586.8% | +276.3% | +310.5% | +178.9% |
| All | +533.2% | +270.3% | +262.9% | +150.5% |
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