+36.7%
PNC vs SAN
+294.7%
-258.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.7% |
| 7D | +1.9% | +1.0% | +0.9% | +1.4% |
| 30D | +6.2% | -9.4% | +15.6% | +10.0% |
| 3M | -8.7% | -17.1% | +8.4% | -2.3% |
| 6M | +9.2% | +2.2% | +7.0% | +7.0% |
| YTD | +14.3% | +6.0% | +8.3% | +9.1% |
| 1Y | +27.7% | +12.7% | +15.0% | +18.6% |
| 3Y | +113.5% | +242.1% | -128.7% | +16.4% |
| 5Y | +36.7% | +293.6% | -256.9% | -30.8% |
| All | +36.7% | +294.7% | -258.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 5y: compounded portfolio wealth divided by compounded SAN 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…
5y analysis · Full analysis span regression · 6 months rolling