-12.5%
SPGI vs PNC
+23.0%
-35.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | +8.4% | -3.8% | +12.2% | +9.2% |
| 3M | +11.8% | +9.0% | +2.8% | +10.2% |
| 6M | +5.7% | +16.6% | -10.9% | +2.9% |
| YTD | -9.7% | +20.4% | -30.1% | -13.7% |
| 1Y | -12.5% | +22.3% | -34.8% | -23.2% |
| All | -12.5% | +23.0% | -35.5% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling