+22.3%
PNC vs S
+10.1%
+12.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +1.4% | -7.7% | +9.1% | +1.7% |
| 30D | -3.8% | -5.3% | +1.5% | -3.6% |
| 3M | +9.0% | +20.3% | -11.2% | +8.3% |
| 6M | +16.6% | +47.4% | -30.7% | +13.8% |
| YTD | +20.4% | +32.5% | -12.1% | +18.4% |
| 1Y | +22.3% | +9.5% | +12.8% | +22.8% |
| All | +22.3% | +10.1% | +12.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling