+56.5%
SAP vs PNC
+133.3%
-76.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -0.3% | +2.3% | -2.5% | -0.8% |
| 30D | +2.6% | -3.8% | +6.4% | +3.5% |
| 3M | +16.3% | +7.8% | +8.5% | +14.1% |
| 6M | +6.4% | +19.7% | -13.3% | +1.6% |
| YTD | -11.4% | +19.1% | -30.5% | -15.6% |
| 1Y | -20.4% | +23.1% | -43.5% | -25.0% |
| 3Y | +56.5% | +132.1% | -75.6% | +29.3% |
| All | +56.5% | +133.3% | -76.8% | +29.3% |
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