+219.9%
CTVA vs PNC
+139.7%
+80.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -5.8% | -0.7% | -5.1% | -5.5% |
| 30D | +11.1% | -4.4% | +15.5% | +13.4% |
| 3M | +13.2% | +4.5% | +8.7% | +10.5% |
| 6M | +8.7% | +19.1% | -10.3% | -0.9% |
| YTD | +27.3% | +18.0% | +9.3% | +16.0% |
| 1Y | +18.0% | +24.1% | -6.1% | +4.6% |
| 3Y | +76.5% | +130.0% | -53.5% | +10.9% |
| 5Y | +105.1% | +50.4% | +54.7% | +56.8% |
| All | +219.9% | +139.7% | +80.2% | +69.4% |
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