+3,682.3%
CLS vs PNC
+51.0%
+3,631.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | +20.1% | -0.7% | +20.8% | +20.6% |
| 30D | +6.0% | -4.4% | +10.4% | +8.8% |
| 3M | -10.3% | +4.5% | -14.8% | -12.9% |
| 6M | +24.5% | +19.1% | +5.4% | +11.7% |
| YTD | +12.9% | +18.0% | -5.2% | +1.1% |
| 1Y | +36.7% | +24.1% | +12.6% | +18.4% |
| 3Y | +1,328.1% | +130.0% | +1,198.1% | +745.6% |
| 5Y | +3,682.3% | +50.4% | +3,631.9% | +2,696.9% |
| All | +3,682.3% | +51.0% | +3,631.3% | +2,696.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling