+238.9%
CRM vs PNC
+279.5%
-40.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -4.4% | -0.6% | -3.9% | -4.2% |
| 30D | +28.1% | -4.4% | +32.5% | +30.2% |
| 3M | +48.8% | +5.2% | +43.6% | +45.6% |
| 6M | +28.3% | +20.6% | +7.6% | +18.3% |
| YTD | -6.0% | +19.8% | -25.8% | -13.4% |
| 1Y | +1.4% | +24.4% | -23.0% | -8.2% |
| 3Y | +11.8% | +131.2% | -119.4% | -22.5% |
| 5Y | -2.0% | +53.1% | -55.1% | -20.6% |
| All | +238.9% | +279.5% | -40.6% | +95.8% |
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