+595.5%
PNC vs DG
+614.5%
-19.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +7.6% | +3.2% | +4.4% | +6.9% |
| 3M | -8.1% | +10.4% | -18.6% | -10.0% |
| 6M | +12.6% | +33.2% | -20.6% | +6.4% |
| YTD | +15.0% | +3.0% | +12.0% | +13.2% |
| 1Y | +30.4% | +31.2% | -0.8% | +22.4% |
| 3Y | +116.1% | +21.8% | +94.3% | +98.3% |
| 5Y | +37.5% | -35.0% | +72.4% | +43.8% |
| 10Y | +205.1% | +106.0% | +99.1% | +134.2% |
| All | +595.5% | +614.5% | -19.0% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling