+2,439.8%
SAP vs PNC
+2,123.8%
+316.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +7.5% | +5.8% | +1.6% | +5.4% |
| 3M | +11.6% | -7.9% | +19.6% | +14.6% |
| 6M | +37.6% | +10.0% | +27.6% | +32.8% |
| YTD | -2.0% | +14.8% | -16.8% | -7.2% |
| 1Y | -6.4% | +29.7% | -36.0% | -15.0% |
| 3Y | +67.7% | +114.4% | -46.7% | +26.2% |
| 5Y | +75.7% | +36.0% | +39.8% | +51.7% |
| 10Y | +229.3% | +204.7% | +24.6% | +105.0% |
| All | +2,439.8% | +2,123.8% | +316.0% | +620.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling