+62.6%
CSGP vs PNC
+206.2%
-143.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.1% | -0.6% | -6.5% | -6.9% |
| 30D | +3.6% | +5.8% | -2.2% | +1.4% |
| 3M | -2.7% | -7.9% | +5.2% | +0.2% |
| 6M | -8.0% | +10.0% | -18.0% | -11.6% |
| YTD | -55.0% | +14.8% | -69.8% | -57.6% |
| 1Y | -55.8% | +29.7% | -85.4% | -60.3% |
| 3Y | -62.0% | +114.4% | -176.4% | -72.0% |
| 5Y | -62.9% | +36.0% | -98.9% | -68.3% |
| 10Y | +62.6% | +204.7% | -142.1% | -0.7% |
| All | +62.6% | +206.2% | -143.6% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling