+199.0%
PNC vs SFM
+140.2%
+58.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +3.1% | +6.0% | -3.0% | +2.4% |
| 30D | +7.6% | -19.5% | +27.1% | +9.6% |
| 3M | -8.1% | -37.0% | +28.9% | -4.0% |
| 6M | +12.6% | -41.0% | +53.6% | +18.1% |
| YTD | +15.0% | -34.6% | +49.6% | +18.6% |
| 1Y | +30.4% | -36.3% | +66.7% | +34.8% |
| 3Y | +116.1% | +24.5% | +91.6% | +100.5% |
| 5Y | +37.5% | +115.9% | -78.4% | +16.1% |
| All | +199.0% | +140.2% | +58.8% | +146.8% |
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