-39.3%
VG vs PNC
+31.8%
-71.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.7% | +1.4% | +0.3% | +0.9% |
| 30D | +16.0% | -3.8% | +19.8% | +18.2% |
| 3M | +9.7% | +9.0% | +0.7% | +3.5% |
| 6M | +29.6% | +16.6% | +12.9% | +15.5% |
| YTD | +112.0% | +20.4% | +91.6% | +81.5% |
| 1Y | +12.8% | +22.3% | -9.5% | -4.7% |
| All | -39.3% | +31.8% | -71.1% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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