+4,850.5%
CL vs PNC
+4,099.5%
+750.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -2.2% | +1.4% | -3.6% | -2.4% |
| 30D | -4.8% | -3.8% | -1.0% | -4.2% |
| 3M | +4.9% | +9.0% | -4.1% | +3.2% |
| 6M | -5.7% | +16.6% | -22.4% | -8.5% |
| YTD | +14.4% | +20.4% | -6.0% | +10.2% |
| 1Y | +8.7% | +22.3% | -13.6% | +4.3% |
| 3Y | +30.0% | +124.5% | -94.6% | +9.7% |
| 5Y | +28.4% | +54.1% | -25.7% | +14.8% |
| 10Y | +50.1% | +276.3% | -226.2% | +8.7% |
| All | +4,850.5% | +4,099.5% | +750.9% | +1,474.3% |
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