+89.8%
PCG vs PNC
+3,891.4%
-3,801.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +0.1% | +6.5% | -6.4% | -1.2% |
| 3M | -24.4% | -7.6% | -16.9% | -23.2% |
| 6M | -17.7% | +8.5% | -26.2% | -19.1% |
| YTD | -17.4% | +14.5% | -31.9% | -19.9% |
| 1Y | -19.4% | +29.7% | -49.1% | -23.8% |
| 3Y | -18.6% | +115.7% | -134.2% | -30.9% |
| 5Y | +10.2% | +34.6% | -24.4% | +1.7% |
| 10Y | -76.7% | +217.8% | -294.5% | -81.8% |
| All | +89.8% | +3,891.4% | -3,801.6% | -10.8% |
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