-11.1%
PCG vs PNC
+133.3%
-144.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | +5.4% | +2.3% | +3.1% | +4.6% |
| 30D | -15.1% | -3.8% | -11.3% | -14.1% |
| 3M | -9.8% | +7.8% | -17.6% | -11.8% |
| 6M | -18.0% | +19.7% | -37.7% | -22.3% |
| YTD | -7.2% | +19.1% | -26.4% | -12.4% |
| 1Y | +2.9% | +23.1% | -20.3% | -4.0% |
| 3Y | -11.1% | +132.1% | -143.2% | -32.3% |
| All | -11.1% | +133.3% | -144.4% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling