+272.7%
PNC vs STLA
+55.1%
+217.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.2% |
| 7D | -0.6% | -2.9% | +2.3% | +0.4% |
| 30D | -4.4% | +0.9% | -5.3% | -5.1% |
| 3M | +5.2% | -21.6% | +26.9% | +13.0% |
| 6M | +20.6% | -21.6% | +42.3% | +28.3% |
| YTD | +19.8% | -50.4% | +70.2% | +46.2% |
| 1Y | +24.4% | -43.6% | +68.0% | +42.7% |
| 3Y | +131.2% | -66.4% | +197.6% | +205.8% |
| 5Y | +53.1% | -62.3% | +115.4% | +86.6% |
| All | +272.7% | +55.1% | +217.6% | +174.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling