-54.9%
CSGP vs PNC
+29.7%
-84.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.2% | +0.8% | -4.0% | -3.3% |
| 30D | +2.2% | +6.5% | -4.3% | +0.9% |
| 3M | -3.7% | -7.3% | +3.6% | -3.0% |
| 6M | -7.4% | +8.5% | -15.9% | -9.3% |
| YTD | -54.9% | +14.5% | -69.4% | -56.5% |
| 1Y | -54.9% | +29.1% | -84.0% | -59.6% |
| All | -54.9% | +29.7% | -84.5% | -59.6% |
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 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