+72.5%
SMR vs PNC
+129.9%
-57.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.5% | -6.5% |
| 7D | +4.7% | -0.9% | +5.6% | +5.4% |
| 30D | +3.2% | -4.4% | +7.7% | +7.4% |
| 3M | +9.9% | +5.3% | +4.6% | +2.7% |
| 6M | -15.1% | +19.6% | -34.7% | -30.7% |
| YTD | -27.9% | +19.1% | -47.1% | -40.7% |
| 1Y | -70.2% | +24.3% | -94.6% | -76.7% |
| All | +72.5% | +129.9% | -57.4% | -49.8% |
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