+31.8%
PNC vs SPYG
+10.8%
+21.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +2.3% | -2.8% | +5.0% | +2.9% |
| 30D | +7.0% | -6.2% | +13.1% | +8.5% |
| 3M | -7.3% | -3.6% | -3.7% | -6.6% |
| 6M | +8.9% | +4.8% | +4.1% | +6.4% |
| YTD | +15.5% | +11.0% | +4.5% | +8.6% |
| 1Y | +31.8% | +11.2% | +20.6% | +24.0% |
| All | +31.8% | +10.8% | +21.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling