+573.8%
PNC vs STLA
+263.8%
+310.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | +1.4% | +2.6% | -1.2% | +0.7% |
| 30D | -3.8% | -1.2% | -2.6% | -3.8% |
| 3M | +9.0% | -24.8% | +33.8% | +15.8% |
| 6M | +16.6% | -25.6% | +42.2% | +23.6% |
| YTD | +20.4% | -48.9% | +69.4% | +37.9% |
| 1Y | +22.3% | -38.8% | +61.1% | +32.4% |
| 3Y | +124.5% | -64.5% | +189.1% | +170.5% |
| 5Y | +54.1% | -62.4% | +116.5% | +79.5% |
| 10Y | +276.3% | +55.4% | +220.9% | +231.6% |
| All | +573.8% | +263.8% | +310.0% | +508.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling