+555.9%
XYZ vs PNC
+253.0%
+302.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -2.2% | -0.6% | -1.6% | -1.7% |
| 30D | +11.6% | +5.8% | +5.8% | +7.5% |
| 3M | +8.4% | -7.9% | +16.3% | +14.7% |
| 6M | +17.2% | +10.0% | +7.2% | +9.3% |
| YTD | +31.7% | +14.8% | +16.9% | +18.4% |
| 1Y | +30.1% | +29.7% | +0.4% | +7.4% |
| 3Y | +66.4% | +114.4% | -47.9% | -2.3% |
| 5Y | -62.2% | +36.0% | -98.1% | -69.7% |
| 10Y | +621.5% | +204.7% | +416.8% | +236.1% |
| All | +555.9% | +253.0% | +302.8% | +168.2% |
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