-67.1%
SE vs PNC
+51.4%
-118.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.6% |
| 7D | -5.2% | -0.6% | -4.7% | -4.9% |
| 30D | -17.1% | -4.4% | -12.7% | -14.9% |
| 3M | +24.0% | +5.2% | +18.7% | +20.1% |
| 6M | +21.0% | +20.6% | +0.3% | +7.7% |
| YTD | -16.7% | +19.8% | -36.5% | -25.9% |
| 1Y | -45.9% | +24.4% | -70.4% | -53.2% |
| 3Y | +177.8% | +131.2% | +46.6% | +49.9% |
| All | -67.1% | +51.4% | -118.5% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling