+270.8%
PNC vs CPB
-45.5%
+316.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.2% | +1.5% |
| 7D | -0.9% | -5.4% | +4.5% | -0.2% |
| 30D | -4.4% | -7.8% | +3.4% | -3.5% |
| 3M | +5.3% | -6.9% | +12.2% | +6.0% |
| 6M | +19.6% | -12.2% | +31.8% | +21.2% |
| YTD | +19.1% | -21.1% | +40.2% | +22.4% |
| 1Y | +24.3% | -33.5% | +57.8% | +31.0% |
| 3Y | +132.2% | -43.2% | +175.4% | +149.0% |
| 5Y | +52.3% | -40.9% | +93.2% | +61.9% |
| All | +270.8% | -45.5% | +316.2% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling