+164.4%
PNC vs PENG
+720.8%
-556.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | -1.2% |
| 7D | -0.6% | +1.9% | -2.5% | -1.5% |
| 30D | +5.8% | -37.8% | +43.6% | +11.8% |
| 3M | -7.9% | -14.1% | +6.2% | -8.0% |
| 6M | +10.0% | +13.1% | -3.1% | +1.1% |
| YTD | +14.8% | +151.8% | -137.0% | -9.6% |
| 1Y | +29.7% | +136.0% | -106.3% | +3.1% |
| 3Y | +114.4% | +217.9% | -103.6% | +53.0% |
| 5Y | +36.0% | +64.1% | -28.1% | +2.6% |
| All | +164.4% | +720.8% | -556.4% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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