+4,013.6%
CMG vs PNC
+567.4%
+3,446.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 3M | +15.8% | +5.2% | +10.6% | +13.8% |
| 6M | +6.9% | +20.6% | -13.7% | +0.6% |
| YTD | -2.2% | +19.8% | -21.9% | -7.8% |
| 1Y | -7.1% | +24.4% | -31.5% | -13.5% |
| 3Y | -7.1% | +131.2% | -138.4% | -29.8% |
| 5Y | -4.8% | +53.1% | -57.9% | -19.2% |
| 10Y | +324.3% | +276.8% | +47.6% | +158.1% |
| All | +4,013.6% | +567.4% | +3,446.3% | +1,878.7% |
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