-29.6%
CLS vs PNC
+32.8%
-62.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.8% | -10.8% | -9.6% |
| 7D | -21.1% | +2.3% | -23.4% | -21.8% |
| 30D | -38.2% | +7.0% | -45.2% | -39.7% |
| 3M | -36.3% | -7.3% | -29.0% | -33.9% |
| 6M | -43.8% | +8.9% | -52.7% | -46.9% |
| YTD | -20.0% | +15.5% | -35.6% | -31.1% |
| 1Y | -29.6% | +31.8% | -61.4% | -47.8% |
| All | -29.6% | +32.8% | -62.4% | -47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling