+68.4%
SAP vs PNC
+115.6%
-47.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | +0.6% | +3.1% | -2.4% | -0.1% |
| 30D | +6.5% | +7.6% | -1.1% | +4.7% |
| 3M | +12.2% | -8.1% | +20.4% | +14.4% |
| 6M | +46.1% | +12.6% | +33.5% | +41.4% |
| YTD | -1.6% | +15.0% | -16.6% | -5.8% |
| 1Y | -5.1% | +30.4% | -35.5% | -12.4% |
| 3Y | +68.4% | +116.1% | -47.8% | +38.9% |
| All | +68.4% | +115.6% | -47.3% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling