+370.5%
PNC vs SFM
+132.6%
+237.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.1% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -3.8% | -4.4% | +0.5% | -3.4% |
| 3M | +9.0% | +1.5% | +7.5% | +8.5% |
| 6M | +16.6% | +6.5% | +10.2% | +15.0% |
| YTD | +20.4% | +2.2% | +18.3% | +19.0% |
| 1Y | +22.3% | -41.9% | +64.2% | +28.9% |
| 3Y | +124.5% | +106.8% | +17.8% | +99.3% |
| 5Y | +54.1% | +231.6% | -177.5% | +26.5% |
| 10Y | +276.3% | +258.4% | +17.8% | +193.0% |
| All | +370.5% | +132.6% | +237.9% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling