+50.4%
PNC vs STT
+158.4%
-108.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.7% | +1.0% | -1.7% | -1.3% |
| 30D | -4.4% | +2.8% | -7.2% | -6.0% |
| 3M | +4.5% | +18.1% | -13.6% | -6.2% |
| 6M | +19.1% | +59.2% | -40.2% | -11.7% |
| YTD | +18.0% | +51.5% | -33.4% | -10.2% |
| 1Y | +24.1% | +75.7% | -51.6% | -14.4% |
| 3Y | +130.0% | +200.8% | -70.8% | +12.6% |
| 5Y | +50.4% | +155.8% | -105.4% | -21.9% |
| All | +50.4% | +158.4% | -108.0% | -21.9% |
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 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