+886.6%
PNC vs SNY
+241.9%
+644.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.6% | -3.3% | +2.8% | +1.0% |
| 30D | -4.4% | -2.2% | -2.2% | -3.5% |
| 3M | +5.2% | -3.0% | +8.3% | +6.3% |
| 6M | +20.6% | +2.7% | +17.9% | +18.6% |
| YTD | +19.8% | -6.8% | +26.6% | +22.6% |
| 1Y | +24.4% | -5.3% | +29.7% | +25.8% |
| 3Y | +131.2% | -9.8% | +141.0% | +129.5% |
| 5Y | +53.1% | +9.7% | +43.4% | +34.7% |
| 10Y | +276.8% | +64.5% | +212.3% | +162.5% |
| All | +886.6% | +241.9% | +644.7% | +324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling