+3,225.2%
CSGP vs PNC
+889.1%
+2,336.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.5% |
| 7D | +1.3% | -1.1% | +2.3% | +1.7% |
| 30D | +10.7% | +4.5% | +6.2% | +9.1% |
| 3M | +3.3% | -10.0% | +13.3% | +6.9% |
| 6M | -10.3% | +3.1% | -13.4% | -11.5% |
| YTD | -54.6% | +11.5% | -66.1% | -56.5% |
| 1Y | -54.6% | +27.3% | -81.9% | -58.5% |
| 3Y | -60.3% | +106.4% | -166.7% | -69.3% |
| 5Y | -63.3% | +31.1% | -94.4% | -67.5% |
| 10Y | +66.5% | +231.3% | -164.8% | +2.9% |
| All | +3,225.2% | +889.1% | +2,336.1% | +1,202.6% |
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 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