+199.0%
PNC vs SM
+18.0%
+181.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +3.1% | +9.4% | -6.3% | +1.6% |
| 30D | +7.6% | -14.4% | +22.0% | +9.6% |
| 3M | -8.1% | +1.6% | -9.7% | -9.1% |
| 6M | +12.6% | +6.3% | +6.2% | +9.8% |
| YTD | +15.0% | +78.8% | -63.8% | +2.3% |
| 1Y | +30.4% | +83.1% | -52.7% | +15.5% |
| 3Y | +116.1% | -5.9% | +122.1% | +106.9% |
| 5Y | +37.5% | +4.8% | +32.7% | +24.7% |
| All | +199.0% | +18.0% | +181.0% | +76.0% |
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