+438.4%
PNC vs CAPR
-99.1%
+537.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.9% | +9.9% | +0.1% |
| 7D | +0.8% | +7.6% | -6.8% | +0.7% |
| 30D | +6.5% | +13.3% | -6.8% | +6.3% |
| 3M | -7.3% | +130.4% | -137.7% | -8.3% |
| 6M | +8.5% | -70.8% | +79.3% | +9.0% |
| YTD | +14.5% | -69.3% | +83.7% | +14.8% |
| 1Y | +29.1% | +59.5% | -30.5% | +24.7% |
| 3Y | +113.7% | +216.8% | -103.0% | +103.0% |
| 5Y | +35.7% | +152.7% | -117.0% | +28.5% |
| 10Y | +203.7% | -68.2% | +271.9% | +181.7% |
| All | +438.4% | -99.1% | +537.5% | +420.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling