+57.9%
SO vs PNC
+51.0%
+6.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | 0.0% | -0.7% | +0.8% | +0.1% |
| 30D | -2.5% | -4.4% | +1.9% | -1.9% |
| 3M | -4.2% | +4.5% | -8.7% | -4.8% |
| 6M | -7.7% | +19.1% | -26.7% | -10.0% |
| YTD | +3.8% | +18.0% | -14.2% | +1.0% |
| 1Y | +0.1% | +24.1% | -24.0% | -3.4% |
| 3Y | +44.2% | +130.0% | -85.8% | +22.7% |
| 5Y | +57.9% | +50.4% | +7.5% | +42.1% |
| All | +57.9% | +51.0% | +6.8% | +42.1% |
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