+3,816.0%
PNC vs CP
+7,941.4%
-4,125.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +1.9% | +0.9% | +1.0% | +1.5% |
| 30D | +6.2% | +10.3% | -4.1% | +1.4% |
| 3M | -8.7% | +2.3% | -11.0% | -9.9% |
| 6M | +9.2% | +10.7% | -1.5% | +3.6% |
| YTD | +14.3% | +29.3% | -15.0% | +0.3% |
| 1Y | +27.7% | +31.5% | -3.8% | +11.1% |
| 3Y | +113.5% | +36.7% | +76.8% | +80.0% |
| 5Y | +36.7% | +26.8% | +9.9% | +18.2% |
| 10Y | +203.4% | +260.1% | -56.6% | +63.1% |
| All | +3,816.0% | +7,941.4% | -4,125.4% | +440.3% |
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 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