+31.8%
PNC vs STLA
-53.0%
+84.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.5% |
| 7D | +2.3% | -0.6% | +2.9% | +2.3% |
| 30D | +7.0% | +3.6% | +3.4% | +6.7% |
| 3M | -7.3% | -20.6% | +13.4% | -6.2% |
| 6M | +8.9% | -34.3% | +43.2% | +11.3% |
| YTD | +15.5% | -57.3% | +72.8% | +21.1% |
| 1Y | +31.8% | -52.6% | +84.5% | +33.8% |
| All | +31.8% | -53.0% | +84.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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