+105.7%
PCG vs PNC
+4,099.5%
-3,993.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | -13.9% | +1.4% | -15.3% | -14.1% |
| 30D | -16.9% | -3.8% | -13.0% | -16.2% |
| 3M | -14.7% | +9.0% | -23.8% | -16.2% |
| 6M | -23.8% | +16.6% | -40.5% | -26.2% |
| YTD | -10.5% | +20.4% | -30.9% | -14.0% |
| 1Y | -5.1% | +22.3% | -27.4% | -9.2% |
| 3Y | -11.6% | +124.5% | -136.1% | -25.6% |
| 5Y | +59.0% | +54.1% | +4.9% | +43.0% |
| 10Y | -75.7% | +276.3% | -352.0% | -81.6% |
| All | +105.7% | +4,099.5% | -3,993.8% | -4.2% |
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