+52.3%
PNC vs SPG
+103.4%
-51.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -0.9% | -2.2% | +1.3% | +0.4% |
| 30D | -4.4% | -5.8% | +1.3% | -1.1% |
| 3M | +5.3% | -2.8% | +8.1% | +6.7% |
| 6M | +19.6% | +8.9% | +10.7% | +13.1% |
| YTD | +19.1% | +14.3% | +4.9% | +9.3% |
| 1Y | +24.3% | +19.5% | +4.8% | +10.8% |
| 3Y | +132.2% | +106.9% | +25.3% | +45.9% |
| 5Y | +52.3% | +108.7% | -56.4% | -7.8% |
| All | +52.3% | +103.4% | -51.1% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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