-3.1%
CMG vs PNC
+51.4%
-54.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | +10.9% | -4.4% | +15.3% | +12.7% |
| 3M | +15.8% | +5.2% | +10.6% | +13.3% |
| 6M | +6.9% | +20.6% | -13.7% | -0.7% |
| YTD | -2.2% | +19.8% | -21.9% | -8.9% |
| 1Y | -7.1% | +24.4% | -31.5% | -14.8% |
| 3Y | -7.1% | +131.2% | -138.4% | -33.4% |
| All | -3.1% | +51.4% | -54.4% | -18.8% |
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