+188.5%
CFG vs PNC
+133.3%
+55.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | +0.1% |
| 7D | +2.7% | +2.3% | +0.4% | +0.2% |
| 30D | -3.7% | -3.8% | +0.1% | +0.5% |
| 3M | +9.5% | +7.8% | +1.7% | +0.8% |
| 6M | +22.2% | +19.7% | +2.5% | +0.2% |
| YTD | +22.3% | +19.1% | +3.2% | +0.6% |
| 1Y | +39.4% | +23.1% | +16.3% | +10.3% |
| 3Y | +188.5% | +132.1% | +56.4% | +13.6% |
| All | +188.5% | +133.3% | +55.1% | +13.6% |
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 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