+130.1%
PNC vs SPXS
-79.1%
+209.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.5% |
| 7D | -0.9% | +6.4% | -7.3% | +0.9% |
| 30D | -4.4% | +6.0% | -10.4% | -2.7% |
| 3M | +5.3% | -11.6% | +16.9% | +1.9% |
| 6M | +19.6% | -28.7% | +48.3% | +9.0% |
| YTD | +19.1% | -26.3% | +45.4% | +10.3% |
| 1Y | +24.3% | -34.9% | +59.2% | +11.3% |
| All | +130.1% | -79.1% | +209.2% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling