+2,223.8%
PNC vs SPG
+5,922.7%
-3,698.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +3.1% | +2.0% | +1.1% | +2.0% |
| 30D | +7.6% | +17.2% | -9.6% | -1.4% |
| 3M | -8.1% | +6.3% | -14.5% | -11.3% |
| 6M | +12.6% | +18.7% | -6.1% | +2.2% |
| YTD | +15.0% | +30.1% | -15.1% | -1.0% |
| 1Y | +30.4% | +32.8% | -2.4% | +11.1% |
| 3Y | +116.1% | +133.6% | -17.4% | +33.7% |
| 5Y | +37.5% | +84.4% | -46.9% | -4.7% |
| 10Y | +205.1% | +114.3% | +90.8% | +61.2% |
| All | +2,223.8% | +5,922.7% | -3,698.9% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling