+36.3%
PNC vs FGI
-74.8%
+111.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -25.2% | +25.7% | +0.8% |
| 7D | +3.1% | -14.4% | +17.5% | +3.2% |
| 30D | +7.6% | -11.8% | +19.4% | +7.7% |
| 3M | -8.1% | -46.2% | +38.1% | -7.7% |
| 6M | +12.6% | +5.2% | +7.4% | +11.7% |
| YTD | +15.0% | +10.5% | +4.4% | +13.3% |
| 1Y | +30.4% | +25.5% | +4.9% | +28.1% |
| 3Y | +116.1% | -16.0% | +132.1% | +112.4% |
| All | +36.3% | -74.8% | +111.1% | +34.8% |
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