+42,231.2%
PGR vs PNC
+4,076.3%
+38,154.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | -0.6% | -0.6% | -0.1% | -0.4% |
| 30D | +4.9% | -4.4% | +9.3% | +6.5% |
| 3M | +7.6% | +5.2% | +2.4% | +5.4% |
| 6M | +8.3% | +20.6% | -12.4% | +0.8% |
| YTD | +1.7% | +19.8% | -18.0% | -5.4% |
| 1Y | -6.8% | +24.4% | -31.3% | -14.7% |
| 3Y | +73.4% | +131.2% | -57.8% | +23.5% |
| 5Y | +161.2% | +53.1% | +108.1% | +111.8% |
| 10Y | +819.5% | +276.8% | +542.7% | +399.0% |
| All | +42,231.2% | +4,076.3% | +38,154.9% | +8,011.3% |
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