-50.1%
CCI vs PNC
+50.6%
-100.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | +0.3% | -4.4% | +4.7% | +1.5% |
| 3M | -20.0% | +5.3% | -25.2% | -21.2% |
| 6M | -14.5% | +19.6% | -34.1% | -18.7% |
| YTD | -14.9% | +19.1% | -34.0% | -19.3% |
| 1Y | -17.7% | +24.3% | -42.0% | -23.0% |
| 3Y | -12.4% | +132.2% | -144.6% | -35.5% |
| 5Y | -50.1% | +52.3% | -102.4% | -57.9% |
| All | -50.1% | +50.6% | -100.7% | -57.9% |
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 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