+860.3%
PNC vs SPXU
-100.0%
+960.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.4% |
| 7D | -0.7% | +1.3% | -2.0% | -0.2% |
| 30D | -4.4% | +5.1% | -9.5% | -2.4% |
| 3M | +4.5% | -9.1% | +13.6% | +1.2% |
| 6M | +19.1% | -29.6% | +48.6% | +5.4% |
| YTD | +18.0% | -27.7% | +45.7% | +6.2% |
| 1Y | +24.1% | -37.0% | +61.0% | +6.5% |
| 3Y | +130.0% | -80.2% | +210.2% | +39.9% |
| 5Y | +50.4% | -86.0% | +136.4% | -5.1% |
| 10Y | +271.3% | -99.5% | +370.8% | -11.0% |
| All | +860.3% | -100.0% | +960.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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