+1.6%
PG vs PNC
+131.1%
-129.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | +0.8% | -4.4% | +5.2% | +1.2% |
| 3M | -1.3% | +5.2% | -6.6% | -1.7% |
| 6M | -3.8% | +20.6% | -24.5% | -5.1% |
| YTD | +3.6% | +19.8% | -16.1% | +2.0% |
| 1Y | -5.7% | +24.4% | -30.2% | -7.6% |
| 3Y | +1.6% | +131.2% | -129.7% | -2.8% |
| All | +1.6% | +131.1% | -129.5% | -2.8% |
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 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