-43.5%
CAG vs PNC
+51.4%
-94.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -5.7% | -0.6% | -5.1% | -5.6% |
| 30D | -2.4% | -4.4% | +2.0% | -1.7% |
| 3M | +9.8% | +5.2% | +4.6% | +8.8% |
| 6M | -10.8% | +20.6% | -31.5% | -13.7% |
| YTD | -10.8% | +19.8% | -30.6% | -13.8% |
| 1Y | -19.0% | +24.4% | -43.4% | -22.3% |
| 3Y | -39.7% | +131.2% | -170.9% | -49.1% |
| All | -43.5% | +51.4% | -94.9% | -49.3% |
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 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