+14,791.5%
SPGI vs PNC
+3,908.5%
+10,883.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | +1.2% | +3.1% | -1.8% | +0.2% |
| 30D | +15.9% | +7.6% | +8.3% | +13.1% |
| 3M | +12.3% | -8.1% | +20.4% | +15.4% |
| 6M | +23.7% | +12.6% | +11.1% | +18.7% |
| YTD | -3.5% | +15.0% | -18.5% | -8.5% |
| 1Y | +0.4% | +30.4% | -30.0% | -8.7% |
| 3Y | +29.9% | +116.1% | -86.3% | -1.5% |
| 5Y | +15.2% | +37.5% | -22.3% | 0.0% |
| 10Y | +337.2% | +205.1% | +132.1% | +181.8% |
| All | +14,791.5% | +3,908.5% | +10,883.0% | +4,694.8% |
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 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