+41.3%
PNC vs FGI
-69.8%
+111.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | +2.3% | +5.2% | -2.9% | +2.2% |
| 30D | -3.8% | +65.2% | -69.0% | -4.9% |
| 3M | +7.8% | +30.2% | -22.4% | +6.9% |
| 6M | +19.7% | +87.8% | -68.1% | +17.5% |
| YTD | +19.1% | +32.5% | -13.3% | +17.3% |
| 1Y | +23.1% | +93.6% | -70.5% | +20.0% |
| 3Y | +132.1% | -2.6% | +134.7% | +128.1% |
| All | +41.3% | -69.8% | +111.1% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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