+6,781.2%
CME vs PNC
+1,127.8%
+5,653.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -2.2% |
| 30D | +6.2% | -3.8% | +10.1% | +8.0% |
| 3M | +10.4% | +9.0% | +1.4% | +6.0% |
| 6M | -9.5% | +16.6% | -26.2% | -16.1% |
| YTD | +6.0% | +20.4% | -14.4% | -3.5% |
| 1Y | +9.3% | +22.3% | -13.1% | -1.6% |
| 3Y | +57.7% | +124.5% | -66.9% | +2.4% |
| 5Y | +77.7% | +54.1% | +23.6% | +32.5% |
| 10Y | +281.2% | +276.3% | +5.0% | +72.4% |
| All | +6,781.2% | +1,127.8% | +5,653.4% | +1,490.3% |
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