+142.3%
CI vs PNC
+277.5%
-135.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | +3.1% | -4.4% | +7.6% | +4.9% |
| 3M | -4.5% | +5.3% | -9.8% | -6.6% |
| 6M | +8.3% | +19.6% | -11.3% | +0.7% |
| YTD | +3.8% | +19.1% | -15.4% | -3.7% |
| 1Y | -5.0% | +24.3% | -29.3% | -13.5% |
| 3Y | +5.8% | +132.2% | -126.4% | -28.1% |
| 5Y | +50.6% | +52.3% | -1.7% | +19.9% |
| All | +142.3% | +277.5% | -135.3% | +16.7% |
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