+14,787.4%
CAH vs PNC
+4,015.6%
+10,771.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | +1.2% | -4.4% | +5.6% | +2.3% |
| 3M | +13.1% | +4.5% | +8.6% | +11.8% |
| 6M | +8.5% | +19.1% | -10.6% | +3.8% |
| YTD | +17.6% | +18.0% | -0.4% | +12.5% |
| 1Y | +60.7% | +24.1% | +36.6% | +51.6% |
| 3Y | +183.2% | +130.0% | +53.2% | +125.2% |
| 5Y | +402.2% | +50.4% | +351.8% | +338.1% |
| 10Y | +302.3% | +271.3% | +31.0% | +177.2% |
| All | +14,787.4% | +4,015.6% | +10,771.8% | +5,375.9% |
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