+52.2%
PNC vs CNH
+7.1%
+45.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +0.8% |
| 7D | +2.3% | +8.8% | -6.5% | -0.9% |
| 30D | -3.8% | +24.7% | -28.5% | -11.6% |
| 3M | +7.8% | +27.3% | -19.5% | -2.4% |
| 6M | +19.7% | +23.2% | -3.4% | +8.7% |
| YTD | +19.1% | +48.9% | -29.8% | -0.2% |
| 1Y | +23.1% | +19.4% | +3.7% | +12.3% |
| 3Y | +132.1% | +7.8% | +124.4% | +114.1% |
| 5Y | +52.2% | +8.7% | +43.5% | +33.3% |
| All | +52.2% | +7.1% | +45.1% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling