+24.3%
PNC vs SFM
-46.9%
+71.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +0.9% |
| 7D | -0.9% | -8.8% | +7.9% | -1.1% |
| 30D | -4.4% | -14.5% | +10.0% | -4.8% |
| 3M | +5.3% | -16.8% | +22.1% | +4.7% |
| 6M | +19.6% | -5.3% | +24.9% | +19.4% |
| YTD | +19.1% | -9.4% | +28.5% | +19.6% |
| 1Y | +24.3% | -46.2% | +70.5% | +23.5% |
| All | +24.3% | -46.9% | +71.3% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling