+34.6%
PNC vs CP
+27.1%
+7.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.6% |
| 7D | -0.2% | +2.8% | -2.9% | -1.5% |
| 30D | +6.5% | +11.3% | -4.8% | +0.9% |
| 3M | -7.6% | +2.9% | -10.4% | -9.1% |
| 6M | +8.5% | +9.8% | -1.3% | +3.0% |
| YTD | +14.5% | +28.5% | -14.1% | -0.6% |
| 1Y | +29.7% | +33.5% | -3.8% | +10.3% |
| 3Y | +115.7% | +31.9% | +83.7% | +80.1% |
| 5Y | +34.6% | +25.5% | +9.1% | +13.1% |
| All | +34.6% | +27.1% | +7.5% | +13.1% |
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 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