+3,832.4%
PNC vs CPB
+349.9%
+3,482.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -0.6% | -4.1% | +3.5% | +0.6% |
| 30D | +5.8% | +16.9% | -11.1% | +0.8% |
| 3M | -7.9% | -0.6% | -7.4% | -8.4% |
| 6M | +10.0% | +11.4% | -1.4% | +5.3% |
| YTD | +14.8% | -14.8% | +29.6% | +18.2% |
| 1Y | +29.7% | -24.8% | +54.4% | +38.5% |
| 3Y | +114.4% | -36.6% | +151.0% | +137.0% |
| 5Y | +36.0% | -33.3% | +69.3% | +45.6% |
| 10Y | +204.7% | -40.4% | +245.1% | +219.2% |
| All | +3,832.4% | +349.9% | +3,482.5% | +1,695.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling