+102.5%
PNC vs SITM
+4,437.5%
-4,335.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -0.7% | +3.7% | -4.4% | -1.2% |
| 30D | -4.4% | -14.5% | +10.1% | -2.8% |
| 3M | +4.5% | -10.6% | +15.1% | +4.3% |
| 6M | +19.1% | +65.5% | -46.5% | +8.0% |
| YTD | +18.0% | +67.0% | -49.0% | +6.1% |
| 1Y | +24.1% | +138.6% | -114.6% | +5.1% |
| 3Y | +130.0% | +421.8% | -291.8% | +63.5% |
| 5Y | +50.4% | +172.4% | -122.0% | +7.4% |
| All | +102.5% | +4,437.5% | -4,335.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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