-19.4%
PCG vs PNC
+28.6%
-48.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | +2.2% | +3.1% | -0.9% | +1.5% |
| 30D | +0.8% | +7.6% | -6.9% | -0.6% |
| 3M | -23.8% | -8.1% | -15.7% | -22.7% |
| 6M | -19.6% | +12.6% | -32.2% | -20.2% |
| YTD | -16.7% | +15.0% | -31.7% | -17.1% |
| 1Y | -19.4% | +30.4% | -49.8% | -18.4% |
| All | -19.4% | +28.6% | -48.0% | -18.4% |
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