+282.9%
SPGI vs PNC
+279.5%
+3.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -7.4% | -0.6% | -6.8% | -7.2% |
| 30D | +0.4% | -4.4% | +4.8% | +2.2% |
| 3M | +5.3% | +5.2% | 0.0% | +2.8% |
| 6M | +1.7% | +20.6% | -19.0% | -6.4% |
| YTD | -16.4% | +19.8% | -36.1% | -23.2% |
| 1Y | -20.5% | +24.4% | -44.9% | -28.4% |
| 3Y | +14.2% | +131.2% | -117.0% | -23.3% |
| 5Y | +0.6% | +53.1% | -52.5% | -20.7% |
| All | +282.9% | +279.5% | +3.4% | +97.5% |
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