+17.5%
SPY vs PNC
+25.1%
-7.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -1.1% | -4.4% | +3.3% | -0.2% |
| 3M | +3.9% | +5.2% | -1.4% | +2.8% |
| 6M | +13.6% | +20.6% | -7.0% | +8.6% |
| YTD | +12.7% | +19.8% | -7.1% | +7.6% |
| 1Y | +17.5% | +24.4% | -6.9% | +8.8% |
| All | +17.5% | +25.1% | -7.6% | +8.8% |
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 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