+2,454.3%
PNC vs SM
+1,436.3%
+1,018.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -1.2% |
| 7D | +1.9% | +10.6% | -8.7% | +0.3% |
| 30D | +6.2% | -15.0% | +21.2% | +8.4% |
| 3M | -8.7% | +1.7% | -10.4% | -9.7% |
| 6M | +9.2% | +5.9% | +3.3% | +6.6% |
| YTD | +14.3% | +79.0% | -64.7% | +1.8% |
| 1Y | +27.7% | +84.7% | -57.0% | +13.0% |
| 3Y | +113.5% | -3.5% | +117.0% | +103.6% |
| 5Y | +36.7% | +4.9% | +31.8% | +23.9% |
| 10Y | +203.4% | +17.7% | +185.8% | +93.3% |
| All | +2,454.3% | +1,436.3% | +1,018.0% | +937.5% |
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