+270.8%
PNC vs SM
+23.2%
+247.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -0.9% | +2.1% | -3.0% | -1.2% |
| 30D | -4.4% | +18.1% | -22.6% | -6.9% |
| 3M | +5.3% | +17.0% | -11.7% | +2.2% |
| 6M | +19.6% | +55.4% | -35.8% | +10.1% |
| YTD | +19.1% | +108.6% | -89.4% | +4.4% |
| 1Y | +24.3% | +45.7% | -21.4% | +14.6% |
| 3Y | +132.2% | -0.3% | +132.5% | +121.4% |
| 5Y | +52.3% | +113.0% | -60.7% | +24.8% |
| All | +270.8% | +23.2% | +247.5% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling