+199.0%
PNC vs CAPR
-65.7%
+264.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.5% | +0.7% |
| 7D | +3.1% | +5.9% | -2.8% | +2.9% |
| 30D | +7.6% | +44.6% | -37.0% | +6.8% |
| 3M | -8.1% | +126.4% | -134.5% | -9.9% |
| 6M | +12.6% | -68.6% | +81.2% | +13.2% |
| YTD | +15.0% | -67.0% | +81.9% | +15.3% |
| 1Y | +30.4% | +65.2% | -34.8% | +22.3% |
| 3Y | +116.1% | +235.6% | -119.4% | +94.0% |
| 5Y | +37.5% | +175.4% | -138.0% | +22.3% |
| All | +199.0% | -65.7% | +264.7% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling