-65.3%
CSGP vs PNC
+23.0%
-88.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.1% | +1.4% | -5.5% | -4.3% |
| 30D | +2.3% | -3.8% | +6.1% | +3.1% |
| 3M | -8.2% | +9.0% | -17.2% | -10.2% |
| 6M | -35.1% | +16.6% | -51.7% | -37.6% |
| YTD | -54.0% | +20.4% | -74.5% | -56.8% |
| 1Y | -65.3% | +22.3% | -87.6% | -68.2% |
| All | -65.3% | +23.0% | -88.3% | -68.2% |
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 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