+36.7%
PNC vs SPY
+72.1%
-35.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +3.1% | +2.6% | +0.5% | +0.6% |
| 30D | +7.6% | -2.0% | +9.6% | +9.5% |
| 3M | -8.1% | -2.8% | -5.4% | -5.8% |
| 6M | +12.6% | +2.1% | +10.5% | +9.8% |
| YTD | +15.0% | +11.5% | +3.5% | +2.8% |
| 1Y | +30.4% | +13.5% | +16.9% | +14.6% |
| 3Y | +116.1% | +77.7% | +38.4% | +21.1% |
| All | +36.7% | +72.1% | -35.4% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling