+76.7%
CF vs PNC
+134.6%
-57.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +6.0% | +1.4% | +4.6% | +5.9% |
| 30D | +14.8% | -3.8% | +18.7% | +15.3% |
| 3M | +14.1% | +9.0% | +5.0% | +13.0% |
| 6M | +28.5% | +16.6% | +11.9% | +26.2% |
| YTD | +74.9% | +20.4% | +54.5% | +70.6% |
| 1Y | +61.7% | +22.3% | +39.4% | +56.9% |
| All | +76.7% | +134.6% | -57.9% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling