+309.7%
SN vs PNC
+97.6%
+212.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.6% |
| 7D | -3.4% | -0.7% | -2.7% | -2.9% |
| 30D | -9.1% | -4.4% | -4.7% | -6.0% |
| 3M | +31.8% | +4.5% | +27.3% | +27.1% |
| 6M | +52.0% | +19.1% | +33.0% | +33.4% |
| YTD | +51.3% | +18.0% | +33.3% | +32.3% |
| 1Y | +46.9% | +24.1% | +22.8% | +23.7% |
| 3Y | +394.9% | +130.0% | +264.9% | +183.3% |
| All | +309.7% | +97.6% | +212.1% | +161.3% |
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