+30.4%
PNC vs STZ
+15.6%
+14.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +3.1% | +2.6% | +0.5% | +2.7% |
| 30D | +7.6% | +15.2% | -7.6% | +5.8% |
| 3M | -8.1% | +7.6% | -15.8% | -9.0% |
| 6M | +12.6% | +5.3% | +7.3% | +11.6% |
| YTD | +15.0% | +8.6% | +6.3% | +12.1% |
| 1Y | +30.4% | +15.6% | +14.8% | +27.2% |
| All | +30.4% | +15.6% | +14.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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