+443.2%
PNC vs CG
+282.0%
+161.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +3.1% | +0.2% | +2.9% | +2.9% |
| 30D | +7.6% | +11.2% | -3.5% | +2.9% |
| 3M | -8.1% | -22.1% | +13.9% | +0.9% |
| 6M | +12.6% | -17.9% | +30.5% | +20.2% |
| YTD | +15.0% | -31.3% | +46.2% | +30.6% |
| 1Y | +30.4% | -24.0% | +54.4% | +42.0% |
| 3Y | +116.1% | +45.0% | +71.2% | +74.4% |
| 5Y | +37.5% | -22.6% | +60.1% | +36.4% |
| 10Y | +205.1% | +282.1% | -77.0% | +69.6% |
| All | +443.2% | +282.0% | +161.2% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling