+362.4%
CFG vs PNC
+314.6%
+47.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.3% |
| 7D | +1.5% | +1.4% | +0.1% | 0.0% |
| 30D | -3.8% | -3.8% | 0.0% | +0.4% |
| 3M | +11.5% | +9.0% | +2.5% | +1.3% |
| 6M | +19.2% | +16.6% | +2.5% | +0.4% |
| YTD | +23.7% | +20.4% | +3.3% | +0.5% |
| 1Y | +38.8% | +22.3% | +16.5% | +10.7% |
| 3Y | +178.9% | +124.5% | +54.4% | +14.6% |
| 5Y | +101.8% | +54.1% | +47.7% | +25.4% |
| 10Y | +317.3% | +276.3% | +41.0% | +5.5% |
| All | +362.4% | +314.6% | +47.8% | +9.9% |
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