+378.7%
PNC vs CNH
+36.9%
+341.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.7% | +1.2% |
| 7D | +1.9% | +6.4% | -4.5% | -0.9% |
| 30D | +6.2% | -1.6% | +7.9% | +6.4% |
| 3M | -8.7% | +11.6% | -20.3% | -14.3% |
| 6M | +9.2% | +12.5% | -3.3% | +0.9% |
| YTD | +14.3% | +31.1% | -16.8% | -2.2% |
| 1Y | +27.7% | +17.0% | +10.7% | +14.5% |
| 3Y | +113.5% | +28.7% | +84.8% | +77.1% |
| 5Y | +36.7% | -17.4% | +54.1% | +33.2% |
| 10Y | +203.4% | +105.0% | +98.5% | +91.2% |
| All | +378.7% | +36.9% | +341.8% | +211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling