+554.8%
XYZ vs PNC
+252.0%
+302.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +12.6% | +0.8% | +11.8% | +12.2% |
| 30D | +10.8% | +6.5% | +4.3% | +6.3% |
| 3M | +8.4% | -7.3% | +15.6% | +14.1% |
| 6M | +14.3% | +8.5% | +5.8% | +7.6% |
| YTD | +31.5% | +14.5% | +17.0% | +18.4% |
| 1Y | +28.1% | +29.1% | -1.0% | +6.1% |
| 3Y | +66.2% | +113.7% | -47.6% | -2.2% |
| 5Y | -62.3% | +35.7% | -98.0% | -69.8% |
| 10Y | +634.6% | +203.7% | +430.9% | +242.9% |
| All | +554.8% | +252.0% | +302.8% | +168.3% |
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 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