+272.7%
PNC vs DG
+101.8%
+170.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -0.6% | -6.5% | +5.9% | +0.4% |
| 30D | -4.4% | +4.2% | -8.6% | -5.0% |
| 3M | +5.2% | +9.5% | -4.3% | +3.6% |
| 6M | +20.6% | -13.1% | +33.8% | +22.6% |
| YTD | +19.8% | -4.8% | +24.6% | +19.8% |
| 1Y | +24.4% | +20.6% | +3.8% | +19.6% |
| 3Y | +131.2% | +4.9% | +126.3% | +121.3% |
| 5Y | +53.1% | -37.9% | +91.0% | +63.8% |
| All | +272.7% | +101.8% | +170.9% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling