+40.1%
CSGP vs PNC
+272.2%
-232.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -5.1% | +2.3% | -7.4% | -5.9% |
| 30D | +0.3% | -3.8% | +4.2% | +1.7% |
| 3M | -9.1% | +7.8% | -16.9% | -11.8% |
| 6M | -37.3% | +19.7% | -57.0% | -41.7% |
| YTD | -54.9% | +19.1% | -74.0% | -58.1% |
| 1Y | -65.5% | +23.1% | -88.7% | -68.4% |
| 3Y | -63.3% | +132.1% | -195.4% | -73.8% |
| 5Y | -65.8% | +52.2% | -118.0% | -71.9% |
| 10Y | +40.1% | +271.4% | -231.3% | -22.6% |
| All | +40.1% | +272.2% | -232.1% | -22.6% |
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