+270.8%
PNC vs SFM
+268.6%
+2.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -0.9% | -8.8% | +7.9% | +0.1% |
| 30D | -4.4% | -14.5% | +10.0% | -2.9% |
| 3M | +5.3% | -16.8% | +22.1% | +7.1% |
| 6M | +19.6% | -5.3% | +24.9% | +19.4% |
| YTD | +19.1% | -9.4% | +28.5% | +19.3% |
| 1Y | +24.3% | -46.2% | +70.5% | +32.4% |
| 3Y | +132.2% | +81.3% | +50.9% | +107.7% |
| 5Y | +52.3% | +211.9% | -159.6% | +24.1% |
| All | +270.8% | +268.6% | +2.2% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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