+7,875.7%
CI vs PNC
+3,886.7%
+3,989.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -1.7% | +1.9% | -3.6% | -2.4% |
| 30D | +4.9% | +6.2% | -1.4% | +2.6% |
| 3M | +7.4% | -8.7% | +16.1% | +10.8% |
| 6M | +0.4% | +9.2% | -8.8% | -3.0% |
| YTD | +9.5% | +14.3% | -4.9% | +3.7% |
| 1Y | +12.0% | +27.7% | -15.7% | +1.9% |
| 3Y | +7.1% | +113.5% | -106.4% | -20.9% |
| 5Y | +49.3% | +36.7% | +12.6% | +26.2% |
| 10Y | +146.6% | +203.4% | -56.8% | +50.7% |
| All | +7,875.7% | +3,886.7% | +3,989.0% | +1,531.4% |
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