+117.7%
CMS vs PNC
+277.5%
-159.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | -2.8% | -4.4% | +1.6% | -1.9% |
| 3M | -7.1% | +5.3% | -12.4% | -8.2% |
| 6M | -10.0% | +19.6% | -29.6% | -13.4% |
| YTD | -0.9% | +19.1% | -20.1% | -4.8% |
| 1Y | -2.0% | +24.3% | -26.3% | -6.8% |
| 3Y | +33.0% | +132.2% | -99.2% | +9.2% |
| 5Y | +24.3% | +52.3% | -28.1% | +9.9% |
| All | +117.7% | +277.5% | -159.8% | +75.8% |
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 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