+1,350.3%
CRS vs PNC
+51.4%
+1,298.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.3% |
| 3M | -21.2% | +5.2% | -26.4% | -24.3% |
| 6M | +8.7% | +20.6% | -12.0% | -5.4% |
| YTD | +41.0% | +19.8% | +21.2% | +22.5% |
| 1Y | +82.7% | +24.4% | +58.2% | +53.9% |
| 3Y | +604.8% | +131.2% | +473.5% | +271.8% |
| All | +1,350.3% | +51.4% | +1,298.9% | +914.3% |
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