+2.2%
SPGI vs PNC
+51.0%
-48.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.2% |
| 7D | -3.1% | -0.7% | -2.4% | -2.8% |
| 30D | +2.0% | -4.4% | +6.4% | +3.6% |
| 3M | +4.3% | +4.5% | -0.2% | +2.5% |
| 6M | -0.2% | +19.1% | -19.3% | -6.7% |
| YTD | -14.8% | +18.0% | -32.8% | -20.5% |
| 1Y | -18.5% | +24.1% | -42.6% | -25.6% |
| 3Y | +16.0% | +130.0% | -114.1% | -18.1% |
| 5Y | +2.2% | +50.4% | -48.2% | -17.8% |
| All | +2.2% | +51.0% | -48.8% | -17.8% |
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 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