+132.5%
CNP vs PNC
+277.5%
-145.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -2.2% | -0.9% | -1.3% | -1.8% |
| 30D | -2.1% | -4.4% | +2.4% | -0.4% |
| 3M | -7.9% | +5.3% | -13.2% | -9.9% |
| 6M | -8.3% | +19.6% | -27.9% | -14.7% |
| YTD | +3.8% | +19.1% | -15.4% | -3.7% |
| 1Y | +5.9% | +24.3% | -18.4% | -3.7% |
| 3Y | +49.3% | +132.2% | -82.9% | +1.3% |
| 5Y | +69.3% | +52.3% | +17.0% | +33.9% |
| All | +132.5% | +277.5% | -145.0% | +28.9% |
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