+7,463.6%
CI vs PNC
+4,099.5%
+3,364.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +1.3% | +1.4% | -0.1% | +0.8% |
| 30D | +4.4% | -3.8% | +8.3% | +5.9% |
| 3M | +0.7% | +9.0% | -8.4% | -2.5% |
| 6M | +0.3% | +16.6% | -16.3% | -5.3% |
| YTD | +3.8% | +20.4% | -16.6% | -3.4% |
| 1Y | -5.5% | +22.3% | -27.8% | -12.7% |
| 3Y | +8.1% | +124.5% | -116.4% | -21.8% |
| 5Y | +42.8% | +54.1% | -11.3% | +15.6% |
| 10Y | +143.9% | +276.3% | -132.4% | +38.2% |
| All | +7,463.6% | +4,099.5% | +3,364.1% | +1,419.5% |
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