+6,646.7%
CB vs PNC
+2,054.2%
+4,592.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +0.5% | +1.4% | -0.9% | -0.1% |
| 30D | -3.1% | -3.8% | +0.7% | -1.6% |
| 3M | +9.0% | +9.0% | -0.1% | +5.0% |
| 6M | +2.9% | +16.6% | -13.8% | -3.8% |
| YTD | +10.1% | +20.4% | -10.3% | +1.3% |
| 1Y | +22.8% | +22.3% | +0.5% | +12.0% |
| 3Y | +73.8% | +124.5% | -50.7% | +20.0% |
| 5Y | +99.2% | +54.1% | +45.1% | +57.7% |
| 10Y | +218.2% | +276.3% | -58.0% | +71.0% |
| All | +6,646.7% | +2,054.2% | +4,592.5% | +1,484.0% |
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