+196.4%
SE vs PNC
+129.8%
+66.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +0.6% | +2.3% | -1.7% | -0.2% |
| 30D | -0.1% | -3.8% | +3.7% | +1.2% |
| 3M | +34.1% | +7.8% | +26.3% | +30.7% |
| 6M | +23.2% | +19.7% | +3.5% | +15.6% |
| YTD | -11.2% | +19.1% | -30.3% | -16.7% |
| 1Y | -40.5% | +23.1% | -63.7% | -44.9% |
| All | +196.4% | +129.8% | +66.5% | +162.2% |
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