+82.0%
SPY vs PNC
+50.6%
+31.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | -1.7% | -4.4% | +2.8% | 0.0% |
| 3M | +4.7% | +5.3% | -0.5% | +2.5% |
| 6M | +12.5% | +19.6% | -7.1% | +4.5% |
| YTD | +11.7% | +19.1% | -7.4% | +3.5% |
| 1Y | +17.5% | +24.3% | -6.8% | +6.8% |
| 3Y | +76.6% | +132.2% | -55.6% | +22.2% |
| 5Y | +82.0% | +52.3% | +29.7% | +48.5% |
| All | +82.0% | +50.6% | +31.4% | +48.5% |
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 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