+5,760.6%
CRM vs PNC
+773.5%
+4,987.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -4.4% | -0.6% | -3.9% | -4.2% |
| 30D | +28.1% | -4.4% | +32.5% | +30.1% |
| 3M | +48.8% | +5.2% | +43.6% | +45.7% |
| 6M | +28.3% | +20.6% | +7.6% | +18.8% |
| YTD | -6.0% | +19.8% | -25.8% | -13.1% |
| 1Y | +1.4% | +24.4% | -23.0% | -7.7% |
| 3Y | +11.8% | +131.2% | -119.4% | -20.6% |
| 5Y | -2.0% | +53.1% | -55.1% | -19.6% |
| 10Y | +239.6% | +276.8% | -37.1% | +87.7% |
| All | +5,760.6% | +773.5% | +4,987.1% | +1,955.4% |
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