-63.1%
CSGP vs PNC
+36.8%
-99.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.6% |
| 7D | +1.3% | +3.1% | -1.7% | +0.1% |
| 30D | +2.8% | +7.6% | -4.8% | -0.3% |
| 3M | -6.3% | -8.1% | +1.8% | -3.1% |
| 6M | -3.2% | +12.6% | -15.8% | -8.3% |
| YTD | -54.0% | +15.0% | -68.9% | -57.1% |
| 1Y | -54.8% | +30.4% | -85.2% | -60.2% |
| 3Y | -60.6% | +116.1% | -176.7% | -72.6% |
| All | -63.1% | +36.8% | -99.9% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling