+272.7%
PNC vs STT
+271.9%
+0.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | -0.6% | -0.4% | -0.1% | -0.3% |
| 30D | -4.4% | +1.7% | -6.1% | -5.5% |
| 3M | +5.2% | +17.9% | -12.7% | -5.9% |
| 6M | +20.6% | +55.3% | -34.6% | -10.3% |
| YTD | +19.8% | +52.7% | -32.9% | -10.5% |
| 1Y | +24.4% | +75.7% | -51.2% | -15.6% |
| 3Y | +131.2% | +197.9% | -66.7% | +9.9% |
| 5Y | +53.1% | +158.8% | -105.7% | -23.5% |
| All | +272.7% | +271.9% | +0.8% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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