+110.9%
PNC vs CART
+40.2%
+70.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | +3.1% | +1.3% | +1.8% | +3.0% |
| 30D | +7.6% | +19.2% | -11.5% | +6.0% |
| 3M | -8.1% | +17.6% | -25.7% | -9.5% |
| 6M | +12.6% | +47.4% | -34.8% | +8.5% |
| YTD | +15.0% | +30.9% | -15.9% | +11.8% |
| 1Y | +30.4% | +46.0% | -15.6% | +25.1% |
| 3Y | +116.1% | +130.3% | -14.2% | +92.6% |
| All | +110.9% | +40.2% | +70.8% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling