+50.4%
PNC vs SBAC
-44.9%
+95.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -4.4% | +3.9% | -8.3% | -5.2% |
| 3M | +4.5% | -8.2% | +12.7% | +6.2% |
| 6M | +19.1% | -2.8% | +21.9% | +18.9% |
| YTD | +18.0% | -1.5% | +19.6% | +17.1% |
| 1Y | +24.1% | 0.0% | +24.0% | +22.4% |
| 3Y | +130.0% | -8.4% | +138.4% | +127.0% |
| 5Y | +50.4% | -43.5% | +93.9% | +58.2% |
| All | +50.4% | -44.9% | +95.3% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling