+270.8%
PNC vs CNH
+157.1%
+113.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.8% | +2.2% |
| 7D | -0.9% | -2.5% | +1.6% | 0.0% |
| 30D | -4.4% | +27.0% | -31.4% | -14.9% |
| 3M | +5.3% | +32.6% | -27.3% | -8.8% |
| 6M | +19.6% | +23.6% | -4.0% | +5.6% |
| YTD | +19.1% | +47.8% | -28.7% | -3.9% |
| 1Y | +24.3% | +21.3% | +3.0% | +9.5% |
| 3Y | +132.2% | +7.0% | +125.2% | +108.7% |
| 5Y | +52.3% | +10.2% | +42.1% | +29.0% |
| All | +270.8% | +157.1% | +113.7% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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