+204.7%
PNC vs CP
+251.7%
-47.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.6% | -0.7% | +0.1% | -0.2% |
| 30D | +5.8% | +9.6% | -3.8% | 0.0% |
| 3M | -7.9% | +2.2% | -10.1% | -9.4% |
| 6M | +10.0% | +11.1% | -1.1% | +2.3% |
| YTD | +14.8% | +28.2% | -13.4% | -3.1% |
| 1Y | +29.7% | +32.2% | -2.5% | +7.3% |
| 3Y | +114.4% | +35.5% | +78.9% | +69.8% |
| 5Y | +36.0% | +26.8% | +9.2% | +9.8% |
| 10Y | +204.7% | +256.9% | -52.2% | +34.8% |
| All | +204.7% | +251.7% | -47.0% | +34.8% |
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