+24.3%
PNC vs STT
+75.2%
-50.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -0.9% | -1.4% | +0.5% | -0.3% |
| 30D | -4.4% | +2.2% | -6.6% | -5.3% |
| 3M | +5.3% | +18.8% | -13.5% | -2.6% |
| 6M | +19.6% | +57.9% | -38.3% | -2.6% |
| YTD | +19.1% | +51.0% | -31.9% | -2.6% |
| 1Y | +24.3% | +77.1% | -52.8% | -5.9% |
| All | +24.3% | +75.2% | -50.8% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling