+19,269.7%
CMI vs PNC
+4,015.6%
+15,254.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.7% | -0.7% | +1.4% | +1.0% |
| 30D | -12.3% | -4.4% | -7.9% | -10.6% |
| 3M | -16.8% | +4.5% | -21.3% | -18.5% |
| 6M | +1.5% | +19.1% | -17.5% | -6.1% |
| YTD | +9.8% | +18.0% | -8.2% | +1.8% |
| 1Y | +42.6% | +24.1% | +18.5% | +29.1% |
| 3Y | +151.0% | +130.0% | +21.0% | +72.5% |
| 5Y | +167.0% | +50.4% | +116.6% | +117.3% |
| 10Y | +512.2% | +271.3% | +240.9% | +227.7% |
| All | +19,269.7% | +4,015.6% | +15,254.2% | +4,440.5% |
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