+2,590.6%
PNC vs SM
+1,608.3%
+982.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -3.8% | +26.3% | -30.1% | -7.4% |
| 3M | +9.0% | +8.7% | +0.3% | +6.8% |
| 6M | +16.6% | +51.7% | -35.0% | +7.6% |
| YTD | +20.4% | +99.0% | -78.6% | +6.2% |
| 1Y | +22.3% | +34.6% | -12.3% | +14.0% |
| 3Y | +124.5% | -7.8% | +132.3% | +116.6% |
| 5Y | +54.1% | +104.8% | -50.7% | +26.3% |
| 10Y | +276.3% | +7.2% | +269.0% | +143.6% |
| All | +2,590.6% | +1,608.3% | +982.3% | +982.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling