+1,323.2%
CRS vs PNC
+279.5%
+1,043.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.6% |
| 7D | -6.8% | -0.6% | -6.2% | -6.3% |
| 30D | -16.1% | -4.4% | -11.7% | -12.8% |
| 3M | -21.2% | +5.2% | -26.4% | -24.9% |
| 6M | +8.7% | +20.6% | -12.0% | -7.9% |
| YTD | +41.0% | +19.8% | +21.2% | +19.2% |
| 1Y | +82.7% | +24.4% | +58.2% | +48.7% |
| 3Y | +604.8% | +131.2% | +473.5% | +221.0% |
| 5Y | +1,384.7% | +53.1% | +1,331.6% | +858.8% |
| All | +1,323.2% | +279.5% | +1,043.7% | +322.9% |
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 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