+171.8%
PNC vs PENG
+751.0%
-579.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.7% | +7.3% | -8.0% | -1.8% |
| 30D | -4.4% | -7.5% | +3.1% | -3.5% |
| 3M | +4.5% | -17.2% | +21.7% | +4.7% |
| 6M | +19.1% | +176.7% | -157.7% | -5.0% |
| YTD | +18.0% | +161.0% | -143.0% | -5.5% |
| 1Y | +24.1% | +108.8% | -84.8% | +2.6% |
| 3Y | +130.0% | +109.8% | +20.2% | +76.0% |
| 5Y | +50.4% | +111.7% | -61.3% | +10.5% |
| All | +171.8% | +751.0% | -579.2% | +74.9% |
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