+216.7%
CTVA vs PNC
+143.3%
+73.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -4.5% | -0.6% | -4.0% | -4.2% |
| 30D | +11.3% | -4.4% | +15.7% | +13.7% |
| 3M | +12.3% | +5.2% | +7.1% | +9.3% |
| 6M | +7.2% | +20.6% | -13.5% | -2.9% |
| YTD | +26.0% | +19.8% | +6.2% | +14.0% |
| 1Y | +16.0% | +24.4% | -8.4% | +2.8% |
| 3Y | +73.9% | +131.2% | -57.3% | +9.0% |
| 5Y | +103.8% | +53.1% | +50.7% | +54.4% |
| All | +216.7% | +143.3% | +73.5% | +66.5% |
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 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