+394.0%
CAH vs PNC
+51.4%
+342.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -5.1% | -0.6% | -4.5% | -5.0% |
| 30D | +0.2% | -4.4% | +4.6% | +1.1% |
| 3M | +6.3% | +5.2% | +1.1% | +5.1% |
| 6M | +9.4% | +20.6% | -11.2% | +4.9% |
| YTD | +15.0% | +19.8% | -4.8% | +10.2% |
| 1Y | +55.4% | +24.4% | +31.0% | +47.6% |
| 3Y | +173.8% | +131.2% | +42.6% | +118.7% |
| All | +394.0% | +51.4% | +342.6% | +348.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling