+36.0%
PNC vs STT
+109.1%
-73.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.6% |
| 7D | -0.6% | +0.4% | -1.1% | -0.9% |
| 30D | +5.8% | -0.4% | +6.3% | +6.0% |
| 3M | -7.9% | -6.5% | -1.4% | -4.2% |
| 6M | +10.0% | +17.2% | -7.2% | -1.1% |
| YTD | +14.8% | +38.2% | -23.4% | -7.7% |
| 1Y | +29.7% | +49.3% | -19.6% | -0.8% |
| 3Y | +114.4% | +181.9% | -67.5% | +9.2% |
| 5Y | +36.0% | +106.9% | -70.9% | -19.3% |
| All | +36.0% | +109.1% | -73.2% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling