+3,264.4%
CSGP vs PNC
+968.0%
+2,296.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.1% | +1.4% | -5.5% | -4.5% |
| 30D | +2.3% | -3.8% | +6.1% | +3.5% |
| 3M | -8.2% | +9.0% | -17.2% | -10.9% |
| 6M | -35.1% | +16.6% | -51.7% | -38.6% |
| YTD | -54.0% | +20.4% | -74.5% | -57.1% |
| 1Y | -65.3% | +22.3% | -87.6% | -67.8% |
| 3Y | -62.6% | +124.5% | -187.1% | -71.9% |
| 5Y | -64.8% | +54.1% | -118.9% | -70.5% |
| 10Y | +45.1% | +276.3% | -231.2% | -14.1% |
| All | +3,264.4% | +968.0% | +2,296.4% | +1,184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling