+4,025.0%
PNC vs SAN
+2,116.5%
+1,908.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +1.4% | +1.8% | -0.4% | +0.6% |
| 30D | -3.8% | +2.0% | -5.8% | -4.7% |
| 3M | +9.0% | +19.7% | -10.7% | +0.3% |
| 6M | +16.6% | +30.6% | -14.0% | +2.7% |
| YTD | +20.4% | +28.8% | -8.4% | +5.9% |
| 1Y | +22.3% | +57.8% | -35.4% | -1.9% |
| 3Y | +124.5% | +338.1% | -213.6% | +11.6% |
| 5Y | +54.1% | +384.2% | -330.1% | -28.8% |
| 10Y | +276.3% | +353.2% | -76.9% | +70.7% |
| All | +4,025.0% | +2,116.5% | +1,908.5% | +1,183.4% |
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 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