+7,212.2%
CB vs PNC
+1,947.4%
+5,264.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.7% | +0.8% | -0.1% | +0.3% |
| 30D | +8.2% | +6.5% | +1.7% | +5.4% |
| 3M | +6.3% | -7.3% | +13.6% | +9.4% |
| 6M | +16.2% | +8.5% | +7.7% | +11.9% |
| YTD | +19.3% | +14.5% | +4.9% | +12.0% |
| 1Y | +29.2% | +29.1% | +0.1% | +15.3% |
| 3Y | +71.4% | +113.7% | -42.3% | +21.1% |
| 5Y | +104.2% | +35.7% | +68.6% | +70.3% |
| 10Y | +246.7% | +203.7% | +43.0% | +102.7% |
| All | +7,212.2% | +1,947.4% | +5,264.8% | +1,650.3% |
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