+3,820.5%
PNC vs CP
+7,872.5%
-4,052.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.8% | +2.8% | -2.0% | -0.5% |
| 30D | +6.5% | +11.0% | -4.6% | +1.3% |
| 3M | -7.3% | +3.8% | -11.1% | -9.1% |
| 6M | +8.5% | +9.5% | -1.0% | +3.5% |
| YTD | +14.5% | +28.2% | -13.7% | +0.8% |
| 1Y | +29.1% | +33.0% | -3.9% | +11.7% |
| 3Y | +113.7% | +35.5% | +78.2% | +81.0% |
| 5Y | +35.7% | +25.8% | +9.9% | +17.7% |
| 10Y | +203.7% | +250.7% | -47.1% | +65.1% |
| All | +3,820.5% | +7,872.5% | -4,052.0% | +443.2% |
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