+854.8%
PNC vs SBAC
+2,222.3%
-1,367.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.3% |
| 7D | +3.1% | +0.6% | +2.4% | +3.0% |
| 30D | +7.6% | +5.5% | +2.2% | +6.8% |
| 3M | -8.1% | +3.1% | -11.2% | -8.7% |
| 6M | +12.6% | -7.0% | +19.6% | +13.3% |
| YTD | +15.0% | +0.5% | +14.5% | +13.8% |
| 1Y | +30.4% | +0.2% | +30.2% | +29.2% |
| 3Y | +116.1% | -7.4% | +123.5% | +114.9% |
| 5Y | +37.5% | -39.7% | +77.2% | +44.0% |
| 10Y | +205.1% | +112.5% | +92.6% | +169.6% |
| All | +854.8% | +2,222.3% | -1,367.5% | +540.8% |
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