+138.1%
CMS vs PNC
+214.2%
-76.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | +7.4% | +6.5% | +0.9% | +6.0% |
| 3M | +1.9% | -7.3% | +9.1% | +3.4% |
| 6M | -2.3% | +8.5% | -10.8% | -4.1% |
| YTD | +3.0% | +14.5% | -11.5% | -0.3% |
| 1Y | -2.8% | +29.1% | -31.9% | -8.3% |
| 3Y | +37.9% | +113.7% | -75.8% | +14.7% |
| 5Y | +34.0% | +35.7% | -1.7% | +21.2% |
| 10Y | +138.1% | +203.7% | -65.5% | +89.6% |
| All | +138.1% | +214.2% | -76.1% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling