+1,077.4%
STX vs PNC
+51.0%
+1,026.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | +9.6% | -0.7% | +10.3% | +9.9% |
| 30D | +10.6% | -4.4% | +15.0% | +13.2% |
| 3M | +4.8% | +4.5% | +0.3% | +2.0% |
| 6M | +137.3% | +19.1% | +118.2% | +114.7% |
| YTD | +222.5% | +18.0% | +204.5% | +192.2% |
| 1Y | +366.2% | +24.1% | +342.2% | +309.7% |
| 3Y | +1,352.9% | +130.0% | +1,222.9% | +800.6% |
| 5Y | +1,077.4% | +50.4% | +1,027.0% | +806.7% |
| All | +1,077.4% | +51.0% | +1,026.4% | +806.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling