-48.8%
SE vs PNC
+32.8%
-81.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +4.1% |
| 7D | +6.7% | +2.3% | +4.4% | +6.2% |
| 30D | -17.2% | +7.0% | -24.2% | -18.3% |
| 3M | -28.0% | -7.3% | -20.7% | -26.4% |
| 6M | -6.1% | +8.9% | -15.0% | -7.8% |
| YTD | -37.1% | +15.5% | -52.7% | -38.8% |
| 1Y | -48.8% | +31.8% | -80.6% | -48.5% |
| All | -48.8% | +32.8% | -81.5% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling