+459.7%
CMS vs PNC
+4,099.5%
-3,639.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.4% | +1.4% | -1.0% | +0.1% |
| 30D | -3.6% | -3.8% | +0.2% | -2.9% |
| 3M | -1.9% | +9.0% | -10.9% | -3.6% |
| 6M | -11.0% | +16.6% | -27.6% | -13.7% |
| YTD | +0.2% | +20.4% | -20.2% | -3.6% |
| 1Y | -1.3% | +22.3% | -23.7% | -5.5% |
| 3Y | +35.9% | +124.5% | -88.6% | +14.4% |
| 5Y | +23.1% | +54.1% | -31.0% | +9.8% |
| 10Y | +117.9% | +276.3% | -158.4% | +57.1% |
| All | +459.7% | +4,099.5% | -3,639.9% | +124.9% |
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