+5,967.0%
CF vs PNC
+714.3%
+5,252.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +6.0% | +1.4% | +4.6% | +5.4% |
| 30D | +14.8% | -3.8% | +18.7% | +16.4% |
| 3M | +14.1% | +9.0% | +5.0% | +10.2% |
| 6M | +28.5% | +16.6% | +11.9% | +20.3% |
| YTD | +74.9% | +20.4% | +54.5% | +61.4% |
| 1Y | +61.7% | +22.3% | +39.4% | +48.0% |
| 3Y | +80.3% | +124.5% | -44.2% | +27.5% |
| 5Y | +226.0% | +54.1% | +171.9% | +160.7% |
| 10Y | +569.9% | +276.3% | +293.6% | +289.9% |
| All | +5,967.0% | +714.3% | +5,252.7% | +2,378.3% |
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