+838.1%
CLS vs PNC
+115.6%
+722.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.7% |
| 7D | +16.3% | +3.1% | +13.2% | +14.4% |
| 30D | -25.7% | +7.6% | -33.3% | -28.6% |
| 3M | -30.9% | -8.1% | -22.7% | -27.6% |
| 6M | -35.5% | +12.6% | -48.1% | -40.5% |
| YTD | -18.7% | +15.0% | -33.6% | -26.3% |
| 1Y | -17.9% | +30.4% | -48.3% | -31.1% |
| 3Y | +838.1% | +116.1% | +721.9% | +480.3% |
| All | +838.1% | +115.6% | +722.5% | +480.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling