+3,036.2%
SPY vs PNC
+2,249.9%
+786.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +2.6% | +3.1% | -0.5% | +1.5% |
| 30D | -2.0% | +7.6% | -9.6% | -4.4% |
| 3M | -2.8% | -8.1% | +5.4% | 0.0% |
| 6M | +2.1% | +12.6% | -10.5% | -2.3% |
| YTD | +11.5% | +15.0% | -3.5% | +5.6% |
| 1Y | +13.5% | +30.4% | -16.9% | +2.8% |
| 3Y | +77.7% | +116.1% | -38.4% | +33.6% |
| 5Y | +72.6% | +37.5% | +35.1% | +49.2% |
| 10Y | +308.2% | +205.1% | +103.1% | +157.8% |
| All | +3,036.2% | +2,249.9% | +786.3% | +716.9% |
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