-0.8%
CRM vs PNC
+51.4%
-52.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +30.3% |
| 3M | +48.8% | +5.2% | +43.6% | +45.4% |
| 6M | +28.3% | +20.6% | +7.6% | +17.5% |
| YTD | -6.0% | +19.8% | -25.8% | -14.1% |
| 1Y | +1.4% | +24.4% | -23.0% | -9.1% |
| 3Y | +11.8% | +131.2% | -119.4% | -27.0% |
| All | -0.8% | +51.4% | -52.2% | -20.1% |
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