-11.8%
CAG vs PNC
+23.0%
-34.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -3.8% | +1.4% | -5.2% | -3.9% |
| 30D | +3.1% | -3.8% | +7.0% | +3.5% |
| 3M | +23.5% | +9.0% | +14.5% | +22.8% |
| 6M | -14.8% | +16.6% | -31.5% | -15.5% |
| YTD | -5.4% | +20.4% | -25.9% | -7.7% |
| 1Y | -11.8% | +22.3% | -34.1% | -19.0% |
| All | -11.8% | +23.0% | -34.8% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling