+330.5%
CFG vs PNC
+295.2%
+35.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.5% |
| 7D | -0.8% | -0.6% | -0.2% | -0.1% |
| 30D | +3.1% | +5.8% | -2.7% | -3.2% |
| 3M | -9.7% | -7.9% | -1.8% | -1.1% |
| 6M | +6.7% | +10.0% | -3.3% | -4.0% |
| YTD | +15.2% | +14.8% | +0.4% | -1.4% |
| 1Y | +28.8% | +29.7% | -0.9% | -3.7% |
| 3Y | +190.1% | +114.4% | +75.7% | +25.2% |
| 5Y | +63.4% | +36.0% | +27.4% | +16.8% |
| 10Y | +219.8% | +204.7% | +15.0% | 0.0% |
| All | +330.5% | +295.2% | +35.3% | +7.9% |
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 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