+272.7%
PNC vs SBAC
+87.1%
+185.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.1% |
| 7D | -0.6% | -2.1% | +1.5% | 0.0% |
| 30D | -4.4% | +2.0% | -6.4% | -4.9% |
| 3M | +5.2% | -8.3% | +13.5% | +7.3% |
| 6M | +20.6% | +0.3% | +20.3% | +19.1% |
| YTD | +19.8% | -2.2% | +22.0% | +18.6% |
| 1Y | +24.4% | -4.6% | +29.1% | +24.0% |
| 3Y | +131.2% | -8.3% | +139.5% | +128.0% |
| 5Y | +53.1% | -42.8% | +95.9% | +71.3% |
| All | +272.7% | +87.1% | +185.6% | +280.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling