+23.1%
PNC vs S
+8.0%
+15.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.7% | -1.2% | +0.5% | -0.7% |
| 30D | -4.4% | -12.6% | +8.2% | -3.9% |
| 3M | +4.5% | +27.6% | -23.1% | +3.6% |
| 6M | +19.1% | +35.5% | -16.4% | +17.0% |
| YTD | +18.0% | +29.6% | -11.6% | +16.1% |
| All | +23.1% | +8.0% | +15.1% | +23.5% |
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