-70.2%
CPNG vs PNC
+67.7%
-137.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -5.4% | -0.9% | -4.5% | -5.0% |
| 30D | -11.1% | -4.4% | -6.7% | -9.3% |
| 3M | -3.0% | +5.3% | -8.3% | -5.7% |
| 6M | -23.5% | +19.6% | -43.1% | -30.1% |
| YTD | -37.8% | +19.1% | -57.0% | -43.4% |
| 1Y | -54.3% | +24.3% | -78.6% | -59.4% |
| 3Y | -20.8% | +132.2% | -153.0% | -52.2% |
| 5Y | -51.1% | +52.3% | -103.4% | -62.4% |
| All | -70.2% | +67.7% | -137.9% | -76.7% |
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