+165.0%
CMI vs PNC
+51.4%
+113.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | -0.7% | -0.6% | -0.2% | -0.4% |
| 30D | -12.4% | -4.4% | -8.0% | -10.3% |
| 3M | -14.8% | +5.2% | -20.0% | -17.3% |
| 6M | +0.8% | +20.6% | -19.8% | -9.2% |
| YTD | +10.2% | +19.8% | -9.6% | -0.7% |
| 1Y | +37.4% | +24.4% | +13.0% | +21.0% |
| 3Y | +153.3% | +131.2% | +22.0% | +58.2% |
| All | +165.0% | +51.4% | +113.6% | +103.2% |
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