+32.3%
PNC vs FGI
-70.6%
+102.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -1.1% | -7.0% | +5.9% | -1.0% |
| 30D | +4.5% | -4.2% | +8.7% | +4.5% |
| 3M | -10.0% | +55.6% | -65.6% | -11.0% |
| 6M | +3.1% | -3.2% | +6.2% | +2.4% |
| YTD | +11.5% | +29.1% | -17.6% | +9.8% |
| 1Y | +27.3% | +51.0% | -23.7% | +24.9% |
| 3Y | +106.4% | +1.5% | +104.8% | +102.2% |
| All | +32.3% | -70.6% | +102.8% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling