+5,976.4%
SO vs PNC
+4,099.5%
+1,876.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -4.6% | -3.8% | -0.8% | -4.0% |
| 3M | -3.0% | +9.0% | -12.1% | -4.4% |
| 6M | -8.3% | +16.6% | -24.9% | -10.5% |
| YTD | +3.5% | +20.4% | -16.9% | +0.4% |
| 1Y | -0.9% | +22.3% | -23.3% | -4.3% |
| 3Y | +45.4% | +124.5% | -79.2% | +26.8% |
| 5Y | +59.6% | +54.1% | +5.5% | +45.8% |
| 10Y | +156.6% | +276.3% | -119.7% | +101.8% |
| All | +5,976.4% | +4,099.5% | +1,876.8% | +2,867.2% |
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