+287.5%
CAH vs PNC
+279.5%
+8.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -5.1% | -0.6% | -4.5% | -4.9% |
| 30D | +0.2% | -4.4% | +4.6% | +1.8% |
| 3M | +6.3% | +5.2% | +1.1% | +4.2% |
| 6M | +9.4% | +20.6% | -11.2% | +2.0% |
| YTD | +15.0% | +19.8% | -4.8% | +7.1% |
| 1Y | +55.4% | +24.4% | +31.0% | +42.4% |
| 3Y | +173.8% | +131.2% | +42.6% | +91.1% |
| 5Y | +395.2% | +53.1% | +342.1% | +300.6% |
| All | +287.5% | +279.5% | +8.0% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling