+60.0%
CSGP vs PNC
+202.3%
-142.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.7% |
| 7D | +1.3% | +3.1% | -1.7% | +0.2% |
| 30D | +2.8% | +7.6% | -4.8% | 0.0% |
| 3M | -6.3% | -8.1% | +1.8% | -3.4% |
| 6M | -3.2% | +12.6% | -15.8% | -7.7% |
| YTD | -54.0% | +15.0% | -68.9% | -56.7% |
| 1Y | -54.8% | +30.4% | -85.2% | -59.5% |
| 3Y | -60.6% | +116.1% | -176.7% | -71.1% |
| 5Y | -62.6% | +37.5% | -100.1% | -68.2% |
| All | +60.0% | +202.3% | -142.3% | +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