+3,837.3%
PNC vs CPB
+359.2%
+3,478.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.4% |
| 7D | +3.1% | -1.6% | +4.6% | +3.5% |
| 30D | +7.6% | +19.2% | -11.6% | +1.9% |
| 3M | -8.1% | -0.9% | -7.2% | -8.5% |
| 6M | +12.6% | +15.2% | -2.6% | +6.7% |
| YTD | +15.0% | -13.1% | +28.0% | +17.6% |
| 1Y | +30.4% | -22.4% | +52.8% | +38.0% |
| 3Y | +116.1% | -35.3% | +151.4% | +137.5% |
| 5Y | +37.5% | -33.0% | +70.5% | +47.1% |
| 10Y | +205.1% | -39.2% | +244.3% | +217.6% |
| All | +3,837.3% | +359.2% | +3,478.1% | +1,687.1% |
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