+2,334.6%
PNC vs SPG
+5,256.9%
-2,922.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | +1.4% | -2.4% | +3.8% | +2.7% |
| 30D | -3.8% | -6.8% | +3.0% | -0.1% |
| 3M | +9.0% | +2.7% | +6.3% | +7.2% |
| 6M | +16.6% | +5.5% | +11.2% | +12.9% |
| YTD | +20.4% | +15.7% | +4.7% | +10.7% |
| 1Y | +22.3% | +20.9% | +1.5% | +9.6% |
| 3Y | +124.5% | +112.4% | +12.2% | +46.4% |
| 5Y | +54.1% | +101.4% | -47.3% | +1.6% |
| 10Y | +276.3% | +60.6% | +215.6% | +134.4% |
| All | +2,334.6% | +5,256.9% | -2,922.3% | +193.6% |
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