+5,401.4%
CL vs PNC
+3,891.4%
+1,510.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.6% | +0.8% | +1.8% | +2.4% |
| 30D | +11.8% | +6.5% | +5.3% | +10.5% |
| 3M | +5.9% | -7.3% | +13.2% | +7.3% |
| 6M | +13.3% | +8.5% | +4.8% | +11.5% |
| YTD | +27.1% | +14.5% | +12.6% | +23.6% |
| 1Y | +28.0% | +29.1% | -1.1% | +21.6% |
| 3Y | +39.4% | +113.7% | -74.4% | +18.9% |
| 5Y | +40.8% | +35.7% | +5.1% | +29.0% |
| 10Y | +84.9% | +203.7% | -118.8% | +39.6% |
| All | +5,401.4% | +3,891.4% | +1,510.1% | +1,665.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling