+628.6%
PNC vs DG
+606.1%
+22.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +1.4% | +8.4% | -7.0% | -0.1% |
| 30D | -3.8% | +4.9% | -8.8% | -4.7% |
| 3M | +9.0% | +29.3% | -20.3% | +3.9% |
| 6M | +16.6% | -11.3% | +27.9% | +18.5% |
| YTD | +20.4% | +1.8% | +18.7% | +19.1% |
| 1Y | +22.3% | +25.3% | -3.0% | +15.9% |
| 3Y | +124.5% | +9.1% | +115.5% | +111.3% |
| 5Y | +54.1% | -34.9% | +88.9% | +61.1% |
| 10Y | +276.3% | +108.2% | +168.1% | +188.4% |
| All | +628.6% | +606.1% | +22.6% | +278.1% |
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