+2,463.6%
CLS vs PNC
+906.7%
+1,556.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | +16.3% | +3.1% | +13.2% | +14.8% |
| 30D | -25.7% | +7.6% | -33.3% | -28.0% |
| 3M | -30.9% | -8.1% | -22.7% | -28.5% |
| 6M | -35.5% | +12.6% | -48.1% | -39.2% |
| YTD | -18.7% | +15.0% | -33.6% | -24.1% |
| 1Y | -17.9% | +30.4% | -48.3% | -27.4% |
| 3Y | +838.1% | +116.1% | +721.9% | +564.6% |
| 5Y | +1,971.9% | +37.5% | +1,934.4% | +1,658.9% |
| 10Y | +1,907.9% | +205.1% | +1,702.8% | +1,111.9% |
| All | +2,463.6% | +906.7% | +1,556.9% | +586.3% |
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