+196.4%
SO vs PNC
+202.3%
-5.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +1.4% | +3.1% | -1.7% | +0.6% |
| 30D | +4.7% | +7.6% | -2.9% | +2.8% |
| 3M | +1.7% | -8.1% | +9.8% | +3.8% |
| 6M | +2.2% | +12.6% | -10.4% | -1.1% |
| YTD | +10.0% | +15.0% | -5.0% | +5.5% |
| 1Y | +6.0% | +30.4% | -24.4% | -1.7% |
| 3Y | +54.1% | +116.1% | -62.0% | +21.2% |
| 5Y | +79.6% | +37.5% | +42.2% | +58.4% |
| All | +196.4% | +202.3% | -5.9% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling