+127.9%
PNC vs SGI
+55.1%
+72.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -4.4% | +5.5% | -9.9% | -6.1% |
| 3M | +4.5% | -3.6% | +8.1% | +5.0% |
| 6M | +19.1% | -15.0% | +34.1% | +23.6% |
| YTD | +18.0% | -23.0% | +41.1% | +26.1% |
| 1Y | +24.1% | -18.4% | +42.5% | +29.4% |
| All | +127.9% | +55.1% | +72.8% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling