+50.9%
PNC vs SNY
+9.4%
+41.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.6% | -3.3% | +2.8% | +0.2% |
| 30D | -4.4% | -2.2% | -2.2% | -4.0% |
| 3M | +5.2% | -3.0% | +8.3% | +5.8% |
| 6M | +20.6% | +2.7% | +17.9% | +19.8% |
| YTD | +19.8% | -6.8% | +26.6% | +21.2% |
| 1Y | +24.4% | -5.3% | +29.7% | +25.3% |
| 3Y | +131.2% | -9.8% | +141.0% | +131.6% |
| All | +50.9% | +9.4% | +41.5% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling