-35.8%
CBRS vs PNC
+15.5%
-51.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.6% |
| 7D | +15.7% | +2.3% | +13.4% | +15.4% |
| 30D | -11.9% | -3.8% | -8.1% | -12.2% |
| 3M | -16.0% | +7.8% | -23.8% | -19.6% |
| All | -35.8% | +15.5% | -51.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 6mo: compounded portfolio wealth divided by compounded PNC 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…
6mo analysis · Full analysis span regression · Available span rolling