+199.0%
PNC vs SPY
+307.0%
-108.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +3.1% | +2.6% | +0.5% | +0.2% |
| 30D | +7.6% | -2.0% | +9.6% | +9.8% |
| 3M | -8.1% | -2.8% | -5.4% | -5.5% |
| 6M | +12.6% | +2.1% | +10.5% | +9.2% |
| YTD | +15.0% | +11.5% | +3.5% | +0.8% |
| 1Y | +30.4% | +13.5% | +16.9% | +12.1% |
| 3Y | +116.1% | +77.7% | +38.4% | +10.0% |
| 5Y | +37.5% | +72.6% | -35.1% | -27.7% |
| All | +199.0% | +307.0% | -108.0% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling