+75.8%
SPYM vs PNC
+129.9%
-54.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | -1.6% | -4.4% | +2.8% | -0.2% |
| 3M | +4.7% | +5.3% | -0.5% | +2.8% |
| 6M | +12.6% | +19.6% | -7.0% | +5.6% |
| YTD | +11.8% | +19.1% | -7.4% | +4.6% |
| 1Y | +17.5% | +24.3% | -6.8% | +8.2% |
| All | +75.8% | +129.9% | -54.2% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling