+404.2%
PNC vs CNH
+64.7%
+339.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -1.5% |
| 7D | +1.4% | +23.3% | -21.9% | -7.1% |
| 30D | -3.8% | +33.5% | -37.3% | -15.1% |
| 3M | +9.0% | +32.7% | -23.7% | -4.4% |
| 6M | +16.6% | +22.2% | -5.5% | +4.9% |
| YTD | +20.4% | +57.7% | -37.3% | -3.4% |
| 1Y | +22.3% | +28.0% | -5.6% | +6.8% |
| 3Y | +124.5% | +11.5% | +113.0% | +101.1% |
| 5Y | +54.1% | +11.9% | +42.2% | +33.3% |
| 10Y | +276.3% | +162.8% | +113.5% | +118.6% |
| All | +404.2% | +64.7% | +339.6% | +207.9% |
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