+131.2%
PNC vs PPG
-17.4%
+148.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -0.6% | -6.2% | +5.7% | +2.3% |
| 30D | -4.4% | -7.9% | +3.5% | -0.9% |
| 3M | +5.2% | -10.2% | +15.5% | +9.7% |
| 6M | +20.6% | +2.7% | +18.0% | +17.2% |
| YTD | +19.8% | +4.9% | +14.9% | +13.8% |
| 1Y | +24.4% | -3.2% | +27.6% | +23.3% |
| 3Y | +131.2% | -17.0% | +148.2% | +140.1% |
| All | +131.2% | -17.4% | +148.6% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling