+1,893.3%
CVS vs PNC
+4,053.5%
-2,160.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -1.6% | +2.3% | -3.8% | -2.2% |
| 30D | +0.4% | -3.8% | +4.2% | +1.4% |
| 3M | -0.4% | +7.8% | -8.2% | -2.4% |
| 6M | +25.1% | +19.7% | +5.4% | +19.1% |
| YTD | +23.9% | +19.1% | +4.8% | +17.8% |
| 1Y | +41.1% | +23.1% | +17.9% | +32.7% |
| 3Y | +63.6% | +132.1% | -68.5% | +28.9% |
| 5Y | +31.5% | +52.2% | -20.7% | +14.1% |
| 10Y | +40.5% | +271.4% | -230.9% | -5.5% |
| All | +1,893.3% | +4,053.5% | -2,160.3% | +498.4% |
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