+4,025.0%
PNC vs CP
+7,669.4%
-3,644.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +1.4% | -2.7% | +4.1% | +2.7% |
| 30D | -3.8% | +0.2% | -4.0% | -4.0% |
| 3M | +9.0% | +2.6% | +6.4% | +7.4% |
| 6M | +16.6% | +6.0% | +10.7% | +12.9% |
| YTD | +20.4% | +24.9% | -4.5% | +7.5% |
| 1Y | +22.3% | +20.1% | +2.2% | +11.0% |
| 3Y | +124.5% | +16.4% | +108.2% | +104.5% |
| 5Y | +54.1% | +31.7% | +22.3% | +30.8% |
| 10Y | +276.3% | +223.9% | +52.4% | +111.8% |
| All | +4,025.0% | +7,669.4% | -3,644.4% | +479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling