+89.6%
CL vs PNC
+202.3%
-112.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +3.2% | +3.1% | +0.2% | +2.7% |
| 30D | +8.0% | +7.6% | +0.4% | +6.7% |
| 3M | +7.9% | -8.1% | +16.0% | +9.4% |
| 6M | +14.7% | +12.6% | +2.1% | +12.3% |
| YTD | +29.2% | +15.0% | +14.2% | +25.7% |
| 1Y | +29.5% | +30.4% | -0.9% | +23.3% |
| 3Y | +40.7% | +116.1% | -75.5% | +20.0% |
| 5Y | +43.9% | +37.5% | +6.4% | +32.7% |
| All | +89.6% | +202.3% | -112.7% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling