+302.6%
CFG vs PNC
+274.0%
+28.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.1% |
| 7D | -0.6% | -0.7% | +0.1% | +0.2% |
| 30D | -4.5% | -4.4% | -0.1% | +0.4% |
| 3M | +6.3% | +4.5% | +1.8% | +1.2% |
| 6M | +20.6% | +19.1% | +1.5% | -0.9% |
| YTD | +21.2% | +18.0% | +3.2% | +0.4% |
| 1Y | +38.2% | +24.1% | +14.1% | +8.1% |
| 3Y | +185.9% | +130.0% | +55.9% | +12.7% |
| 5Y | +97.0% | +50.4% | +46.6% | +24.7% |
| All | +302.6% | +274.0% | +28.6% | -2.9% |
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