+900.3%
PNC vs SBAC
+2,208.1%
-1,307.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | -3.8% | +6.9% | -10.7% | -4.7% |
| 3M | +9.0% | -8.2% | +17.2% | +10.1% |
| 6M | +16.6% | -1.6% | +18.3% | +16.2% |
| YTD | +20.4% | -0.1% | +20.5% | +19.5% |
| 1Y | +22.3% | -0.5% | +22.8% | +21.4% |
| 3Y | +124.5% | -9.1% | +133.6% | +124.0% |
| 5Y | +54.1% | -43.8% | +97.9% | +63.0% |
| 10Y | +276.3% | +80.5% | +195.7% | +239.4% |
| All | +900.3% | +2,208.1% | -1,307.8% | +572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling