+99.6%
STM vs PNC
+23.0%
+76.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | +1.4% | +4.4% | +5.1% |
| 30D | -1.0% | -3.8% | +2.8% | +0.7% |
| 3M | -33.3% | +9.0% | -42.3% | -36.0% |
| 6M | +57.4% | +16.6% | +40.7% | +44.3% |
| YTD | +102.2% | +20.4% | +81.8% | +79.7% |
| 1Y | +99.6% | +22.3% | +77.3% | +78.1% |
| All | +99.6% | +23.0% | +76.6% | +78.1% |
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