+558.0%
PNC vs CPAY
+1,533.9%
-975.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -0.9% | -2.7% | +1.8% | +0.3% |
| 30D | -4.4% | +0.6% | -5.0% | -4.8% |
| 3M | +5.3% | +17.0% | -11.8% | -2.4% |
| 6M | +19.6% | +24.1% | -4.5% | +6.9% |
| YTD | +19.1% | +35.7% | -16.6% | +1.0% |
| 1Y | +24.3% | +34.0% | -9.7% | +5.3% |
| 3Y | +132.2% | +50.3% | +81.9% | +82.3% |
| 5Y | +52.3% | +56.7% | -4.3% | +14.6% |
| 10Y | +274.8% | +153.9% | +120.9% | +129.9% |
| All | +558.0% | +1,533.9% | -975.9% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling