+303.4%
CME vs PNC
+202.3%
+101.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | +3.9% | +3.1% | +0.9% | +2.9% |
| 30D | +11.3% | +7.6% | +3.7% | +8.6% |
| 3M | +19.6% | -8.1% | +27.7% | +22.8% |
| 6M | +8.1% | +12.6% | -4.5% | +3.5% |
| YTD | +20.4% | +15.0% | +5.5% | +13.7% |
| 1Y | +16.5% | +30.4% | -13.9% | +5.2% |
| 3Y | +66.4% | +116.1% | -49.7% | +18.8% |
| 5Y | +74.5% | +37.5% | +37.0% | +46.9% |
| All | +303.4% | +202.3% | +101.1% | +114.4% |
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