+45.2%
PNC vs CAI
-9.9%
+55.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -0.6% | -2.9% | +2.4% | -0.4% |
| 30D | -4.4% | +9.3% | -13.7% | -4.9% |
| 3M | +5.2% | +35.2% | -30.0% | +2.8% |
| 6M | +20.6% | +30.7% | -10.1% | +17.3% |
| YTD | +19.8% | -9.8% | +29.5% | +17.9% |
| 1Y | +24.4% | -28.9% | +53.3% | +23.3% |
| All | +45.2% | -9.9% | +55.0% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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