-14.4%
SMR vs PNC
+46.8%
-61.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.2% | -16.1% |
| 7D | -11.2% | -0.6% | -10.7% | -11.1% |
| 30D | -10.2% | -4.4% | -5.8% | -7.5% |
| 3M | -10.0% | +5.2% | -15.3% | -14.5% |
| 6M | -30.5% | +20.6% | -51.1% | -40.6% |
| YTD | -39.2% | +19.8% | -59.0% | -47.5% |
| 1Y | -75.5% | +24.4% | -100.0% | -79.6% |
| 3Y | +45.4% | +131.2% | -85.8% | -21.0% |
| All | -14.4% | +46.8% | -61.2% | -49.1% |
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 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