+3,981.0%
PNC vs PPG
+2,572.2%
+1,408.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +2.1% |
| 7D | -0.9% | -5.1% | +4.2% | +2.1% |
| 30D | -4.4% | -9.6% | +5.1% | +1.2% |
| 3M | +5.3% | -6.4% | +11.7% | +8.4% |
| 6M | +19.6% | +0.5% | +19.1% | +17.0% |
| YTD | +19.1% | +4.4% | +14.7% | +13.3% |
| 1Y | +24.3% | -0.9% | +25.2% | +21.4% |
| 3Y | +132.2% | -17.0% | +149.2% | +147.8% |
| 5Y | +52.3% | -23.7% | +76.0% | +66.8% |
| 10Y | +274.8% | +25.9% | +249.0% | +202.2% |
| All | +3,981.0% | +2,572.2% | +1,408.7% | +678.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling