+104.7%
PNC vs CART
+38.4%
+66.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.1% | +3.0% | -4.0% | -1.3% |
| 30D | +4.5% | +28.6% | -24.1% | +2.2% |
| 3M | -10.0% | +29.1% | -39.1% | -12.1% |
| 6M | +3.1% | +44.7% | -41.6% | -0.6% |
| YTD | +11.5% | +29.2% | -17.7% | +8.6% |
| 1Y | +27.3% | +66.2% | -38.9% | +20.2% |
| 3Y | +106.4% | +112.8% | -6.5% | +84.7% |
| All | +104.7% | +38.4% | +66.3% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling