-12.3%
SYK vs PNC
+5.1%
-17.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -2.9% | -2.2% |
| 7D | -12.3% | -0.9% | -11.4% | -12.0% |
| 30D | -22.4% | -4.4% | -18.0% | -21.7% |
| 3M | -12.3% | +5.3% | -17.6% | -13.3% |
| All | -12.3% | +5.1% | -17.5% | -13.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling