+9,929.9%
STX vs PNC
+1,052.5%
+8,877.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | +14.6% | +3.1% | +11.5% | +13.3% |
| 30D | -26.0% | +7.6% | -33.6% | -28.1% |
| 3M | -42.6% | -8.1% | -34.5% | -40.6% |
| 6M | -35.3% | +12.6% | -47.9% | -38.8% |
| YTD | +92.5% | +15.0% | +77.5% | +80.3% |
| 1Y | +102.4% | +30.4% | +72.0% | +79.6% |
| 3Y | +673.8% | +116.1% | +557.7% | +452.4% |
| 5Y | +463.1% | +37.5% | +425.6% | +378.3% |
| 10Y | +2,014.6% | +205.1% | +1,809.5% | +1,138.6% |
| All | +9,929.9% | +1,052.5% | +8,877.4% | +2,540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling