+487.0%
CF vs PNC
+227.4%
+259.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.4% |
| 7D | -0.9% | -0.2% | -0.7% | -1.0% |
| 30D | +6.9% | +6.5% | +0.5% | +3.4% |
| 3M | +4.8% | -7.6% | +12.4% | +8.4% |
| 6M | +4.7% | +8.5% | -3.8% | -0.6% |
| YTD | +56.5% | +14.5% | +42.0% | +42.8% |
| 1Y | +48.4% | +29.7% | +18.7% | +26.7% |
| 3Y | +59.1% | +115.7% | -56.5% | -3.2% |
| 5Y | +109.5% | +34.6% | +74.9% | +62.7% |
| 10Y | +487.0% | +217.8% | +269.1% | +138.9% |
| All | +487.0% | +227.4% | +259.5% | +138.9% |
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 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