+131.2%
PNC vs SPYG
+98.4%
+32.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.1% |
| 30D | -4.4% | -1.5% | -2.9% | -3.7% |
| 3M | +5.2% | +3.7% | +1.5% | +3.0% |
| 6M | +20.6% | +16.4% | +4.2% | +10.4% |
| YTD | +19.8% | +13.3% | +6.4% | +11.1% |
| 1Y | +24.4% | +17.9% | +6.6% | +12.7% |
| 3Y | +131.2% | +98.3% | +32.9% | +51.1% |
| All | +131.2% | +98.4% | +32.9% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling