+51.7%
CNP vs PNC
+127.7%
-76.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -0.1% | -4.4% | +4.3% | +0.6% |
| 3M | -5.6% | +4.5% | -10.1% | -6.4% |
| 6M | -7.5% | +19.1% | -26.5% | -10.1% |
| YTD | +5.5% | +18.0% | -12.5% | +2.4% |
| 1Y | +8.3% | +24.1% | -15.7% | +4.2% |
| All | +51.7% | +127.7% | -76.1% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling