+135.5%
CVE vs PNC
+30.4%
+105.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -16.1% | -1.1% | -15.0% | -15.8% |
| 30D | -10.4% | +4.5% | -14.9% | -12.3% |
| 3M | -2.4% | -10.0% | +7.6% | +1.8% |
| 6M | -4.4% | +3.1% | -7.5% | -6.8% |
| YTD | +64.9% | +11.5% | +53.4% | +53.4% |
| 1Y | +66.0% | +27.3% | +38.8% | +44.2% |
| 3Y | +57.7% | +106.4% | -48.7% | +4.8% |
| All | +135.5% | +30.4% | +105.1% | +91.7% |
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 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