+97.4%
CB vs PNC
+52.4%
+45.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.1% |
| 7D | -0.6% | +2.3% | -2.9% | -1.3% |
| 30D | -3.9% | -3.8% | -0.1% | -2.8% |
| 3M | +4.9% | +7.8% | -2.9% | +2.3% |
| 6M | +3.3% | +19.7% | -16.4% | -2.7% |
| YTD | +8.5% | +19.1% | -10.6% | +2.1% |
| 1Y | +22.1% | +23.1% | -1.1% | +13.4% |
| 3Y | +70.1% | +132.1% | -62.0% | +22.0% |
| 5Y | +97.4% | +52.2% | +45.2% | +68.7% |
| All | +97.4% | +52.4% | +45.0% | +68.7% |
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