+11.1%
SMR vs PNC
+46.0%
-34.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.4% | +16.1% |
| 7D | +21.4% | +2.3% | +19.1% | +19.2% |
| 30D | +13.8% | -3.8% | +17.7% | +16.9% |
| 3M | +3.9% | +7.8% | -3.9% | -3.2% |
| 6M | -4.2% | +19.7% | -23.9% | -17.7% |
| YTD | -21.1% | +19.1% | -40.2% | -31.5% |
| 1Y | -67.1% | +23.1% | -90.2% | -72.3% |
| 3Y | +88.9% | +132.1% | -43.3% | +2.6% |
| All | +11.1% | +46.0% | -34.8% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling