+32.0%
CTVA vs PNC
+32.8%
-0.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +3.0% |
| 7D | +8.2% | +2.3% | +5.9% | +8.0% |
| 30D | -1.0% | +7.0% | -8.0% | -1.6% |
| 3M | +4.6% | -7.3% | +11.9% | +5.5% |
| 6M | +0.5% | +8.9% | -8.4% | -0.2% |
| YTD | +22.7% | +15.5% | +7.2% | +18.2% |
| 1Y | +32.0% | +31.8% | +0.2% | +19.6% |
| All | +32.0% | +32.8% | -0.8% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling