+16.7%
STM vs PNC
+115.6%
-98.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.2% |
| 7D | +12.0% | +3.1% | +8.9% | +9.9% |
| 30D | -0.4% | +7.6% | -8.0% | -4.8% |
| 3M | -13.2% | -8.1% | -5.0% | -8.2% |
| 6M | -26.1% | +12.6% | -38.7% | -32.0% |
| YTD | +81.2% | +15.0% | +66.2% | +62.6% |
| 1Y | +98.3% | +30.4% | +67.9% | +62.8% |
| 3Y | +16.7% | +116.1% | -99.4% | -32.7% |
| All | +16.7% | +115.6% | -98.9% | -32.7% |
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