+272.7%
PNC vs CHD
+126.1%
+146.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.6% | -4.5% | +3.9% | +0.3% |
| 30D | -4.4% | -6.7% | +2.3% | -3.2% |
| 3M | +5.2% | -2.7% | +8.0% | +5.7% |
| 6M | +20.6% | -4.9% | +25.6% | +21.6% |
| YTD | +19.8% | +13.3% | +6.4% | +16.6% |
| 1Y | +24.4% | +1.0% | +23.4% | +23.6% |
| 3Y | +131.2% | +1.3% | +129.9% | +127.7% |
| 5Y | +53.1% | +20.8% | +32.3% | +43.0% |
| All | +272.7% | +126.1% | +146.6% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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