+34.2%
CVS vs PNC
+50.6%
-16.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.4% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | +1.9% | -4.4% | +6.3% | +3.2% |
| 3M | -2.2% | +5.3% | -7.5% | -3.7% |
| 6M | +26.7% | +19.6% | +7.2% | +19.9% |
| YTD | +22.9% | +19.1% | +3.7% | +15.8% |
| 1Y | +32.9% | +24.3% | +8.6% | +23.4% |
| 3Y | +62.3% | +132.2% | -69.9% | +20.0% |
| 5Y | +34.2% | +52.3% | -18.1% | +12.6% |
| All | +34.2% | +50.6% | -16.4% | +12.6% |
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 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