-4.5%
CRS vs PNC
+32.8%
-37.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -2.5% |
| 7D | +4.3% | +2.3% | +2.0% | +3.1% |
| 30D | -25.5% | +7.0% | -32.4% | -28.4% |
| 3M | -48.7% | -7.3% | -41.4% | -46.1% |
| 6M | -31.6% | +8.9% | -40.5% | -35.2% |
| YTD | -7.0% | +15.5% | -22.6% | -16.9% |
| 1Y | -4.5% | +31.8% | -36.3% | -19.1% |
| All | -4.5% | +32.8% | -37.3% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling