+5.6%
CVS vs PNC
+32.8%
-27.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.8% | -14.3% | -12.6% |
| 7D | -11.1% | +2.3% | -13.4% | -11.2% |
| 30D | -7.4% | +7.0% | -14.4% | -7.9% |
| 3M | -22.9% | -7.3% | -15.6% | -22.5% |
| 6M | -1.2% | +8.9% | -10.1% | -0.5% |
| YTD | +3.9% | +15.5% | -11.7% | +3.4% |
| 1Y | +5.6% | +31.8% | -26.3% | +7.9% |
| All | +5.6% | +32.8% | -27.2% | +7.9% |
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 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