+116.1%
PNC vs CG
+46.4%
+69.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +3.1% | +0.2% | +2.9% | +2.9% |
| 30D | +7.6% | +11.2% | -3.5% | +3.2% |
| 3M | -8.1% | -22.1% | +13.9% | +0.3% |
| 6M | +12.6% | -17.9% | +30.5% | +19.9% |
| YTD | +15.0% | -31.3% | +46.2% | +30.0% |
| 1Y | +30.4% | -24.0% | +54.4% | +41.3% |
| 3Y | +116.1% | +45.0% | +71.2% | +64.3% |
| All | +116.1% | +46.4% | +69.8% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling