+3,942.5%
PNC vs PEG
+2,889.2%
+1,053.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -4.4% | -1.7% | -2.7% | -3.6% |
| 3M | +4.5% | -6.8% | +11.3% | +7.8% |
| 6M | +19.1% | -11.4% | +30.4% | +25.4% |
| YTD | +18.0% | -7.2% | +25.3% | +21.4% |
| 1Y | +24.1% | -6.1% | +30.2% | +26.5% |
| 3Y | +130.0% | +31.8% | +98.2% | +96.9% |
| 5Y | +50.4% | +35.6% | +14.8% | +25.9% |
| 10Y | +271.3% | +148.7% | +122.6% | +132.0% |
| All | +3,942.5% | +2,889.2% | +1,053.4% | +630.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling