-69.3%
CPNG vs PNC
+68.6%
-137.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.8% |
| 7D | -1.1% | -0.6% | -0.6% | -0.8% |
| 30D | -7.4% | -4.4% | -3.0% | -5.5% |
| 3M | -12.3% | +5.2% | -17.6% | -14.8% |
| 6M | -19.4% | +20.6% | -40.1% | -26.6% |
| YTD | -35.9% | +19.8% | -55.7% | -41.7% |
| 1Y | -53.4% | +24.4% | -77.8% | -58.6% |
| 3Y | -20.0% | +131.2% | -151.2% | -51.5% |
| 5Y | -49.6% | +53.1% | -102.7% | -61.3% |
| All | -69.3% | +68.6% | -137.9% | -76.0% |
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