+667.9%
PNC vs BG
+1,181.2%
-513.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.7% | +0.5% | -1.3% | -1.0% |
| 30D | -4.4% | +10.3% | -14.7% | -7.6% |
| 3M | +4.5% | -1.9% | +6.4% | +4.4% |
| 6M | +19.1% | +5.2% | +13.8% | +15.7% |
| YTD | +18.0% | +41.2% | -23.1% | +3.8% |
| 1Y | +24.1% | +50.5% | -26.5% | +5.9% |
| 3Y | +130.0% | +19.9% | +110.1% | +107.8% |
| 5Y | +50.4% | +86.7% | -36.3% | +14.4% |
| 10Y | +271.3% | +167.5% | +103.8% | +138.1% |
| All | +667.9% | +1,181.2% | -513.2% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling