+588.9%
PNC vs BTG
+370.1%
+218.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.0% |
| 7D | -0.9% | -5.8% | +4.9% | -0.7% |
| 30D | -4.4% | +5.7% | -10.1% | -4.6% |
| 3M | +5.3% | +38.1% | -32.9% | +4.1% |
| 6M | +19.6% | +0.3% | +19.3% | +19.2% |
| YTD | +19.1% | +19.9% | -0.8% | +18.0% |
| 1Y | +24.3% | +24.6% | -0.3% | +22.7% |
| 3Y | +132.2% | +96.6% | +35.6% | +124.8% |
| 5Y | +52.3% | +77.7% | -25.4% | +47.4% |
| 10Y | +274.8% | +150.7% | +124.1% | +254.0% |
| All | +588.9% | +370.1% | +218.8% | +477.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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