+115.7%
PNC vs CP
+30.2%
+85.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.8% |
| 7D | -0.2% | +2.8% | -2.9% | -1.3% |
| 30D | +6.5% | +11.3% | -4.8% | +1.6% |
| 3M | -7.6% | +2.9% | -10.4% | -8.9% |
| 6M | +8.5% | +9.8% | -1.3% | +3.7% |
| YTD | +14.5% | +28.5% | -14.1% | +1.0% |
| 1Y | +29.7% | +33.5% | -3.8% | +12.4% |
| 3Y | +115.7% | +31.9% | +83.7% | +80.1% |
| All | +115.7% | +30.2% | +85.4% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling