+3,973.2%
PG vs PNC
+4,076.3%
-103.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +0.8% | -4.4% | +5.2% | +1.6% |
| 3M | -1.3% | +5.2% | -6.6% | -2.3% |
| 6M | -3.8% | +20.6% | -24.5% | -7.2% |
| YTD | +3.6% | +19.8% | -16.1% | -0.1% |
| 1Y | -5.7% | +24.4% | -30.2% | -9.8% |
| 3Y | +1.6% | +131.2% | -129.7% | -14.6% |
| 5Y | +14.6% | +53.1% | -38.5% | +2.7% |
| 10Y | +121.2% | +276.8% | -155.6% | +60.9% |
| All | +3,973.2% | +4,076.3% | -103.1% | +1,353.1% |
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