+473.8%
CMS vs PNC
+3,903.5%
-3,429.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +6.6% | +5.8% | +0.8% | +5.4% |
| 3M | +0.8% | -7.9% | +8.7% | +2.4% |
| 6M | -3.3% | +10.0% | -13.3% | -5.2% |
| YTD | +2.7% | +14.8% | -12.1% | -0.3% |
| 1Y | -4.0% | +29.7% | -33.7% | -9.1% |
| 3Y | +37.6% | +114.4% | -76.8% | +16.9% |
| 5Y | +35.4% | +36.0% | -0.5% | +23.9% |
| 10Y | +136.0% | +204.7% | -68.7% | +77.3% |
| All | +473.8% | +3,903.5% | -3,429.7% | +132.6% |
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 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