-85.6%
SMR vs PNC
+32.8%
-118.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.2% | -5.7% |
| 7D | -9.5% | +2.3% | -11.8% | -11.0% |
| 30D | -33.2% | +7.0% | -40.2% | -36.4% |
| 3M | -45.9% | -7.3% | -38.6% | -42.9% |
| 6M | -57.9% | +8.9% | -66.8% | -63.4% |
| YTD | -63.8% | +15.5% | -79.3% | -72.0% |
| 1Y | -85.6% | +31.8% | -117.4% | -90.9% |
| All | -85.6% | +32.8% | -118.4% | -90.9% |
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 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