+50.4%
PNC vs CPB
-38.1%
+88.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -0.7% | -8.0% | +7.3% | +0.4% |
| 30D | -4.4% | -2.4% | -2.0% | -4.2% |
| 3M | +4.5% | +0.5% | +4.0% | +4.0% |
| 6M | +19.1% | -10.5% | +29.5% | +20.5% |
| YTD | +18.0% | -17.5% | +35.5% | +20.7% |
| 1Y | +24.1% | -31.0% | +55.1% | +31.1% |
| 3Y | +130.0% | -40.6% | +170.6% | +147.6% |
| 5Y | +50.4% | -37.7% | +88.1% | +57.9% |
| All | +50.4% | -38.1% | +88.5% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling