+52.2%
PNC vs CAPR
+87.6%
-35.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.0% |
| 7D | +2.3% | -9.5% | +11.8% | +2.4% |
| 30D | -3.8% | +121.5% | -125.3% | -5.1% |
| 3M | +7.8% | -65.4% | +73.2% | +8.3% |
| 6M | +19.7% | -67.5% | +87.2% | +20.3% |
| YTD | +19.1% | -68.6% | +87.7% | +19.7% |
| 1Y | +23.1% | +42.7% | -19.5% | +17.0% |
| 3Y | +132.1% | +43.4% | +88.8% | +106.7% |
| 5Y | +52.2% | +86.0% | -33.8% | +28.1% |
| All | +52.2% | +87.6% | -35.4% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling