+604.8%
CRS vs PNC
+131.1%
+473.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.5% |
| 7D | -6.8% | -0.6% | -6.2% | -6.4% |
| 30D | -16.1% | -4.4% | -11.7% | -13.4% |
| 3M | -21.2% | +5.2% | -26.4% | -24.1% |
| 6M | +8.7% | +20.6% | -12.0% | -4.9% |
| YTD | +41.0% | +19.8% | +21.2% | +22.9% |
| 1Y | +82.7% | +24.4% | +58.2% | +54.6% |
| 3Y | +604.8% | +131.2% | +473.5% | +315.1% |
| All | +604.8% | +131.1% | +473.7% | +315.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling