+2,953.7%
CLS vs PNC
+277.5%
+2,676.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.1% |
| 7D | +5.0% | -0.9% | +5.9% | +5.5% |
| 30D | +4.8% | -4.4% | +9.2% | +7.5% |
| 3M | -10.4% | +5.3% | -15.7% | -13.4% |
| 6M | +20.8% | +19.6% | +1.2% | +8.0% |
| YTD | +10.0% | +19.1% | -9.1% | -1.9% |
| 1Y | +28.5% | +24.3% | +4.2% | +11.2% |
| 3Y | +1,292.2% | +132.2% | +1,160.0% | +717.6% |
| 5Y | +3,616.8% | +52.3% | +3,564.5% | +2,666.2% |
| All | +2,953.7% | +277.5% | +2,676.2% | +1,414.2% |
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