+53.3%
PCG vs PNC
+50.6%
+2.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | -18.9% | -4.4% | -14.5% | -17.6% |
| 3M | -15.8% | +5.3% | -21.1% | -17.3% |
| 6M | -22.6% | +19.6% | -42.1% | -27.2% |
| YTD | -12.2% | +19.1% | -31.3% | -17.7% |
| 1Y | -7.1% | +24.3% | -31.4% | -14.4% |
| 3Y | -15.8% | +132.2% | -148.0% | -39.2% |
| 5Y | +53.3% | +52.3% | +1.0% | +32.0% |
| All | +53.3% | +50.6% | +2.7% | +32.0% |
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