+333.5%
CAT vs PNC
+52.4%
+281.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.7% |
| 7D | +5.6% | +2.3% | +3.3% | +4.2% |
| 30D | -2.3% | -3.8% | +1.5% | -0.1% |
| 3M | -10.0% | +7.8% | -17.8% | -14.1% |
| 6M | +21.2% | +19.7% | +1.5% | +9.0% |
| YTD | +44.4% | +19.1% | +25.3% | +29.8% |
| 1Y | +96.3% | +23.1% | +73.2% | +72.6% |
| 3Y | +203.9% | +132.1% | +71.8% | +88.0% |
| 5Y | +333.5% | +52.2% | +281.3% | +219.4% |
| All | +333.5% | +52.4% | +281.1% | +219.4% |
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