+2,366.1%
PNC vs SIRI
-18.6%
+2,384.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -0.7% | -3.9% | +3.2% | -0.5% |
| 30D | -4.4% | -0.8% | -3.6% | -4.4% |
| 3M | +4.5% | +4.3% | +0.2% | +4.2% |
| 6M | +19.1% | +34.1% | -15.0% | +16.7% |
| YTD | +18.0% | +47.3% | -29.3% | +15.0% |
| 1Y | +24.1% | +22.9% | +1.1% | +22.1% |
| 3Y | +130.0% | -24.6% | +154.6% | +130.7% |
| 5Y | +50.4% | -43.2% | +93.6% | +52.2% |
| 10Y | +271.3% | -12.3% | +283.6% | +268.2% |
| All | +2,366.1% | -18.6% | +2,384.7% | +2,302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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