+326.8%
CFG vs PNC
+294.0%
+32.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.7% | +0.8% | -0.1% | -0.2% |
| 30D | +2.8% | +6.5% | -3.7% | -4.2% |
| 3M | -10.1% | -7.3% | -2.8% | -2.2% |
| 6M | +3.2% | +8.5% | -5.3% | -5.7% |
| YTD | +14.2% | +14.5% | -0.3% | -1.9% |
| 1Y | +27.4% | +29.1% | -1.7% | -4.3% |
| 3Y | +187.6% | +113.7% | +73.8% | +24.6% |
| 5Y | +65.7% | +35.7% | +30.0% | +18.7% |
| 10Y | +219.7% | +203.7% | +16.0% | +0.4% |
| All | +326.8% | +294.0% | +32.8% | +7.3% |
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