+171.3%
SAP vs PNC
+277.5%
-106.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | -1.8% | -4.4% | +2.6% | -0.3% |
| 3M | +20.9% | +5.3% | +15.7% | +18.6% |
| 6M | +7.0% | +19.6% | -12.6% | +0.2% |
| YTD | -13.7% | +19.1% | -32.9% | -19.5% |
| 1Y | -19.6% | +24.3% | -43.9% | -26.2% |
| 3Y | +52.4% | +132.2% | -79.8% | +9.2% |
| 5Y | +54.4% | +52.3% | +2.1% | +27.4% |
| All | +171.3% | +277.5% | -106.2% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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