+116.1%
PNC vs STLA
-77.1%
+193.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | +3.1% | -13.8% | +16.8% | +5.5% |
| 30D | +7.6% | -10.5% | +18.2% | +9.4% |
| 3M | -8.1% | -28.9% | +20.7% | -3.3% |
| 6M | +12.6% | -49.7% | +62.3% | +25.6% |
| YTD | +15.0% | -64.9% | +79.9% | +36.1% |
| 1Y | +30.4% | -64.0% | +94.4% | +53.0% |
| 3Y | +116.1% | -77.4% | +193.6% | +154.8% |
| All | +116.1% | -77.1% | +193.3% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling