+55.7%
PNC vs S
-56.8%
+112.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.4% | -7.7% | +9.1% | +2.1% |
| 30D | -3.8% | -5.3% | +1.5% | -3.5% |
| 3M | +9.0% | +20.3% | -11.2% | +6.8% |
| 6M | +16.6% | +47.4% | -30.7% | +11.5% |
| YTD | +20.4% | +32.5% | -12.1% | +16.1% |
| 1Y | +22.3% | +9.5% | +12.8% | +19.9% |
| 3Y | +124.5% | +15.5% | +109.0% | +115.6% |
| 5Y | +54.1% | -71.2% | +125.3% | +48.3% |
| All | +55.7% | -56.8% | +112.5% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling