+50.4%
PNC vs SFM
+217.9%
-167.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.5% |
| 7D | -0.7% | -7.2% | +6.4% | -0.1% |
| 30D | -4.4% | -14.3% | +9.9% | -3.1% |
| 3M | +4.5% | -13.7% | +18.2% | +5.7% |
| 6M | +19.1% | -6.0% | +25.1% | +18.9% |
| YTD | +18.0% | -8.2% | +26.3% | +18.0% |
| 1Y | +24.1% | -46.2% | +70.3% | +32.3% |
| 3Y | +130.0% | +83.6% | +46.5% | +105.8% |
| 5Y | +50.4% | +212.7% | -162.3% | +20.8% |
| All | +50.4% | +217.9% | -167.5% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling