+52.3%
PNC vs PEG
+35.4%
+16.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -0.9% | -0.9% | 0.0% | -0.5% |
| 30D | -4.4% | -2.8% | -1.7% | -3.3% |
| 3M | +5.3% | -6.9% | +12.2% | +8.3% |
| 6M | +19.6% | -11.4% | +31.0% | +25.3% |
| YTD | +19.1% | -7.4% | +26.5% | +22.1% |
| 1Y | +24.3% | -8.3% | +32.6% | +27.5% |
| 3Y | +132.2% | +31.5% | +100.7% | +93.1% |
| 5Y | +52.3% | +38.0% | +14.4% | +22.5% |
| All | +52.3% | +35.4% | +16.9% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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