+574.3%
CF vs PNC
+272.2%
+302.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | -0.9% | +2.3% | -3.2% | -2.1% |
| 30D | +18.1% | -3.8% | +21.9% | +20.2% |
| 3M | +23.4% | +7.8% | +15.6% | +18.3% |
| 6M | +17.1% | +19.7% | -2.6% | +5.5% |
| YTD | +76.2% | +19.1% | +57.1% | +58.2% |
| 1Y | +62.3% | +23.1% | +39.1% | +42.7% |
| 3Y | +71.8% | +132.1% | -60.3% | 0.0% |
| 5Y | +234.6% | +52.2% | +182.3% | +140.9% |
| 10Y | +574.3% | +271.4% | +302.9% | +114.6% |
| All | +574.3% | +272.2% | +302.1% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling