+50.9%
PNC vs SPYG
+85.2%
-34.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -0.6% | -0.9% | +0.3% | 0.0% |
| 30D | -4.4% | -1.5% | -2.9% | -3.5% |
| 3M | +5.2% | +3.7% | +1.5% | +2.5% |
| 6M | +20.6% | +16.4% | +4.2% | +8.7% |
| YTD | +19.8% | +13.3% | +6.4% | +9.7% |
| 1Y | +24.4% | +17.9% | +6.6% | +10.8% |
| 3Y | +131.2% | +98.3% | +32.9% | +42.6% |
| All | +50.9% | +85.2% | -34.3% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling