+73.4%
CNP vs PNC
+36.8%
+36.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.5% |
| 7D | +1.3% | +3.1% | -1.8% | +0.7% |
| 30D | +3.8% | +7.6% | -3.8% | +2.3% |
| 3M | +2.4% | -8.1% | +10.5% | +4.0% |
| 6M | -1.2% | +12.6% | -13.8% | -3.7% |
| YTD | +9.3% | +15.0% | -5.7% | +5.7% |
| 1Y | +6.4% | +30.4% | -24.0% | +0.1% |
| 3Y | +66.4% | +116.1% | -49.8% | +35.1% |
| All | +73.4% | +36.8% | +36.6% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling