+3,076.5%
SPY vs PNC
+2,335.0%
+741.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.2% |
| 7D | +0.5% | +2.3% | -1.7% | -0.2% |
| 30D | -0.9% | -3.8% | +2.9% | +0.3% |
| 3M | +3.9% | +7.8% | -3.9% | +1.1% |
| 6M | +14.5% | +19.7% | -5.2% | +7.3% |
| YTD | +12.9% | +19.1% | -6.2% | +5.7% |
| 1Y | +19.4% | +23.1% | -3.8% | +10.3% |
| 3Y | +78.5% | +132.1% | -53.7% | +30.7% |
| 5Y | +81.8% | +52.2% | +29.5% | +51.7% |
| 10Y | +311.5% | +271.4% | +40.1% | +143.5% |
| All | +3,076.5% | +2,335.0% | +741.5% | +717.9% |
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