+50.4%
PNC vs SAN
+384.1%
-333.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -0.7% | -0.5% | -0.3% | -0.5% |
| 30D | -4.4% | -0.1% | -4.3% | -4.4% |
| 3M | +4.5% | +19.6% | -15.1% | -3.2% |
| 6M | +19.1% | +32.7% | -13.6% | +5.2% |
| YTD | +18.0% | +26.7% | -8.7% | +5.5% |
| 1Y | +24.1% | +51.6% | -27.6% | +2.4% |
| 3Y | +130.0% | +348.7% | -218.7% | +12.2% |
| 5Y | +50.4% | +378.7% | -328.3% | -32.4% |
| All | +50.4% | +384.1% | -333.7% | -32.4% |
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