+35.3%
CMS vs PNC
+35.2%
+0.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | +7.1% | +6.5% | +0.6% | +5.8% |
| 3M | -1.3% | -7.6% | +6.3% | +0.1% |
| 6M | -2.7% | +8.5% | -11.2% | -4.2% |
| YTD | +2.6% | +14.5% | -11.8% | -0.3% |
| 1Y | -2.0% | +29.7% | -31.7% | -7.1% |
| 3Y | +39.6% | +115.7% | -76.0% | +17.3% |
| 5Y | +35.3% | +34.6% | +0.7% | +20.5% |
| All | +35.3% | +35.2% | +0.1% | +20.5% |
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 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