+1,450.6%
PNC vs CNI
+6,457.9%
-5,007.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.2% |
| 30D | -4.4% | -3.5% | -0.9% | -2.4% |
| 3M | +5.3% | +2.2% | +3.1% | +3.5% |
| 6M | +19.6% | +15.1% | +4.5% | +8.7% |
| YTD | +19.1% | +24.7% | -5.5% | +2.5% |
| 1Y | +24.3% | +33.4% | -9.1% | +2.2% |
| 3Y | +132.2% | +19.5% | +112.7% | +102.0% |
| 5Y | +52.3% | +12.6% | +39.8% | +35.8% |
| 10Y | +274.8% | +134.7% | +140.1% | +111.2% |
| All | +1,450.6% | +6,457.9% | -5,007.3% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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