+4,025.0%
PNC vs CPB
+325.7%
+3,699.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.2% |
| 7D | +1.4% | -8.6% | +10.0% | +4.0% |
| 30D | -3.8% | -7.2% | +3.4% | -1.9% |
| 3M | +9.0% | +0.9% | +8.1% | +8.0% |
| 6M | +16.6% | -11.8% | +28.5% | +19.9% |
| YTD | +20.4% | -19.4% | +39.8% | +26.6% |
| 1Y | +22.3% | -30.4% | +52.7% | +34.0% |
| 3Y | +124.5% | -40.2% | +164.7% | +153.2% |
| 5Y | +54.1% | -39.5% | +93.6% | +70.7% |
| 10Y | +276.3% | -47.4% | +323.6% | +312.0% |
| All | +4,025.0% | +325.7% | +3,699.3% | +1,823.6% |
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