+271.3%
PNC vs CAPR
-77.3%
+348.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.8% |
| 7D | -0.7% | -12.6% | +11.9% | -0.5% |
| 30D | -4.4% | +124.4% | -128.8% | -6.0% |
| 3M | +4.5% | -66.8% | +71.3% | +5.2% |
| 6M | +19.1% | -71.8% | +90.8% | +20.1% |
| YTD | +18.0% | -70.1% | +88.1% | +18.8% |
| 1Y | +24.1% | +33.3% | -9.3% | +16.9% |
| 3Y | +130.0% | +36.7% | +93.3% | +110.4% |
| 5Y | +50.4% | +72.5% | -22.1% | +35.2% |
| 10Y | +271.3% | -77.3% | +348.5% | +218.5% |
| All | +271.3% | -77.3% | +348.5% | +218.5% |
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