+131.2%
PNC vs CPAY
+49.1%
+82.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.6% | -2.0% | +1.4% | +0.1% |
| 30D | -4.4% | -0.4% | -4.0% | -4.3% |
| 3M | +5.2% | +16.4% | -11.1% | -0.5% |
| 6M | +20.6% | +23.5% | -2.9% | +10.9% |
| YTD | +19.8% | +35.7% | -15.9% | +4.9% |
| 1Y | +24.4% | +30.2% | -5.7% | +10.7% |
| 3Y | +131.2% | +49.7% | +81.5% | +78.1% |
| All | +131.2% | +49.1% | +82.2% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 3y: compounded portfolio wealth divided by compounded CPAY 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…
3y analysis · Full analysis span regression · 6 months rolling