+118.6%
PNC vs CART
+14.3%
+104.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.6% |
| 7D | +2.3% | -4.1% | +6.4% | +2.6% |
| 30D | -3.8% | -4.3% | +0.5% | -3.5% |
| 3M | +7.8% | +13.1% | -5.3% | +6.4% |
| 6M | +19.7% | +26.0% | -6.3% | +16.6% |
| YTD | +19.1% | +6.7% | +12.4% | +17.9% |
| 1Y | +23.1% | +6.3% | +16.9% | +21.6% |
| All | +118.6% | +14.3% | +104.3% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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