+204.7%
PNC vs CAPR
-59.1%
+263.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +26.5% | -26.2% | -0.1% |
| 7D | -0.6% | +25.8% | -26.4% | -1.1% |
| 30D | +5.8% | +50.2% | -44.4% | +5.0% |
| 3M | -7.9% | +185.5% | -193.4% | -10.0% |
| 6M | +10.0% | -64.8% | +74.8% | +10.4% |
| YTD | +14.8% | -61.1% | +75.9% | +14.8% |
| 1Y | +29.7% | +81.0% | -51.3% | +21.5% |
| 3Y | +114.4% | +300.7% | -186.3% | +91.7% |
| 5Y | +36.0% | +223.3% | -187.4% | +20.6% |
| 10Y | +204.7% | -58.8% | +263.5% | +156.2% |
| All | +204.7% | -59.1% | +263.8% | +156.2% |
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