+20.5%
STM vs PNC
+129.8%
-109.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | +5.2% | +2.3% | +2.9% | +3.7% |
| 30D | -7.4% | -3.8% | -3.5% | -5.0% |
| 3M | -30.6% | +7.8% | -38.4% | -34.1% |
| 6M | +66.4% | +19.7% | +46.7% | +47.2% |
| YTD | +101.1% | +19.1% | +82.0% | +77.1% |
| 1Y | +97.4% | +23.1% | +74.2% | +69.5% |
| All | +20.5% | +129.8% | -109.3% | -28.4% |
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