+8,015.2%
CI vs PNC
+3,903.5%
+4,111.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +6.4% | +5.8% | +0.6% | +4.3% |
| 3M | +10.7% | -7.9% | +18.6% | +13.9% |
| 6M | +5.5% | +10.0% | -4.5% | +1.7% |
| YTD | +11.4% | +14.8% | -3.4% | +5.4% |
| 1Y | +15.0% | +29.7% | -14.6% | +4.1% |
| 3Y | +9.0% | +114.4% | -105.4% | -19.6% |
| 5Y | +52.0% | +36.0% | +16.0% | +28.7% |
| 10Y | +150.9% | +204.7% | -53.8% | +53.1% |
| All | +8,015.2% | +3,903.5% | +4,111.7% | +1,557.4% |
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