+562.3%
SE vs PNC
+139.8%
+422.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -4.8% | -0.9% | -3.9% | -4.4% |
| 30D | -18.1% | -4.4% | -13.7% | -16.6% |
| 3M | +30.6% | +5.3% | +25.4% | +27.7% |
| 6M | +20.8% | +19.6% | +1.2% | +11.9% |
| YTD | -15.6% | +19.1% | -34.7% | -21.9% |
| 1Y | -44.2% | +24.3% | -68.5% | -49.4% |
| 3Y | +181.5% | +132.2% | +49.3% | +92.6% |
| 5Y | -66.9% | +52.3% | -119.2% | -72.9% |
| All | +562.3% | +139.8% | +422.5% | +396.1% |
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