+3,837.3%
PNC vs SAN
+1,735.1%
+2,102.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | +3.1% | +4.0% | -0.9% | +1.3% |
| 30D | +7.6% | -7.8% | +15.5% | +11.1% |
| 3M | -8.1% | -16.4% | +8.2% | -1.4% |
| 6M | +12.6% | +3.5% | +9.1% | +9.6% |
| YTD | +15.0% | +6.7% | +8.3% | +9.0% |
| 1Y | +30.4% | +14.5% | +15.9% | +19.8% |
| 3Y | +116.1% | +243.5% | -127.4% | +18.8% |
| 5Y | +37.5% | +296.2% | -258.7% | -31.0% |
| 10Y | +205.1% | +268.5% | -63.4% | +50.9% |
| All | +3,837.3% | +1,735.1% | +2,102.2% | +1,221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling