+795.4%
PNC vs SGI
+2,083.6%
-1,288.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +1.4% | +8.5% | -7.1% | -1.0% |
| 30D | -3.8% | +0.7% | -4.5% | -4.2% |
| 3M | +9.0% | +0.6% | +8.4% | +8.1% |
| 6M | +16.6% | -17.9% | +34.6% | +21.9% |
| YTD | +20.4% | -21.2% | +41.6% | +27.0% |
| 1Y | +22.3% | -18.9% | +41.2% | +27.4% |
| 3Y | +124.5% | +52.6% | +71.9% | +91.3% |
| 5Y | +54.1% | +60.7% | -6.6% | +24.5% |
| 10Y | +276.3% | +278.1% | -1.8% | +106.1% |
| All | +795.4% | +2,083.6% | -1,288.2% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling