+3,979.8%
PNC vs CHD
+10,010.3%
-6,030.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | +2.3% | -2.9% | +5.2% | +3.1% |
| 30D | -3.8% | -6.2% | +2.4% | -2.2% |
| 3M | +7.8% | +1.6% | +6.2% | +7.2% |
| 6M | +19.7% | -3.5% | +23.2% | +20.5% |
| YTD | +19.1% | +16.2% | +2.9% | +13.8% |
| 1Y | +23.1% | +3.4% | +19.7% | +21.2% |
| 3Y | +132.1% | +4.6% | +127.5% | +125.0% |
| 5Y | +52.2% | +21.1% | +31.1% | +40.0% |
| 10Y | +271.4% | +126.5% | +144.9% | +177.1% |
| All | +3,979.8% | +10,010.3% | -6,030.5% | +1,102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling