+50.9%
PNC vs BG
+81.8%
-30.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.9% |
| 7D | -0.6% | +3.1% | -3.7% | -1.3% |
| 30D | -4.4% | +10.2% | -14.6% | -6.6% |
| 3M | +5.2% | -1.7% | +6.9% | +5.3% |
| 6M | +20.6% | +1.0% | +19.7% | +19.5% |
| YTD | +19.8% | +39.9% | -20.1% | +8.5% |
| 1Y | +24.4% | +53.2% | -28.8% | +9.3% |
| 3Y | +131.2% | +16.3% | +115.0% | +118.6% |
| All | +50.9% | +81.8% | -30.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling