+91.5%
CSCO vs PNC
+36.8%
+54.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.4% |
| 7D | +1.9% | +3.1% | -1.2% | +0.8% |
| 30D | -15.8% | +7.6% | -23.5% | -18.0% |
| 3M | -15.4% | -8.1% | -7.2% | -12.8% |
| 6M | -5.4% | +12.6% | -18.0% | -9.5% |
| YTD | +26.5% | +15.0% | +11.5% | +19.8% |
| 1Y | +25.9% | +30.4% | -4.5% | +13.9% |
| 3Y | +97.5% | +116.1% | -18.6% | +48.2% |
| All | +91.5% | +36.8% | +54.7% | +68.9% |
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 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