+23.6%
CMS vs PNC
+51.0%
-27.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | -1.3% | -4.4% | +3.1% | -0.5% |
| 3M | -5.4% | +4.5% | -9.9% | -6.2% |
| 6M | -10.3% | +19.1% | -29.4% | -13.1% |
| YTD | -0.2% | +18.0% | -18.2% | -3.4% |
| 1Y | -0.9% | +24.1% | -24.9% | -5.0% |
| 3Y | +34.0% | +130.0% | -96.1% | +12.1% |
| 5Y | +23.6% | +50.4% | -26.8% | +10.2% |
| All | +23.6% | +51.0% | -27.5% | +10.2% |
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