+271.3%
PNC vs CP
+224.3%
+46.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.2% |
| 7D | -0.7% | +0.6% | -1.3% | -1.1% |
| 30D | -4.4% | -0.5% | -3.9% | -4.3% |
| 3M | +4.5% | +0.1% | +4.4% | +4.0% |
| 6M | +19.1% | +7.8% | +11.2% | +12.7% |
| YTD | +18.0% | +22.9% | -4.8% | +2.5% |
| 1Y | +24.1% | +21.3% | +2.7% | +8.3% |
| 3Y | +130.0% | +20.4% | +109.6% | +97.2% |
| 5Y | +50.4% | +34.9% | +15.5% | +16.3% |
| 10Y | +271.3% | +233.3% | +37.9% | +73.2% |
| All | +271.3% | +224.3% | +46.9% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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