+52.2%
PNC vs CP
+34.0%
+18.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +2.3% | +2.4% | -0.1% | +1.1% |
| 30D | -3.8% | -0.5% | -3.3% | -3.7% |
| 3M | +7.8% | +1.4% | +6.4% | +6.7% |
| 6M | +19.7% | +10.3% | +9.4% | +13.1% |
| YTD | +19.1% | +24.3% | -5.2% | +5.3% |
| 1Y | +23.1% | +20.4% | +2.7% | +10.5% |
| 3Y | +132.1% | +21.8% | +110.4% | +102.7% |
| 5Y | +52.2% | +31.5% | +20.7% | +25.3% |
| All | +52.2% | +34.0% | +18.2% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling