+9,832.2%
CRS vs PNC
+4,015.6%
+5,816.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -18.1% | -4.4% | -13.7% | -16.4% |
| 3M | -12.4% | +4.5% | -16.9% | -14.2% |
| 6M | +15.9% | +19.1% | -3.1% | +7.3% |
| YTD | +45.8% | +18.0% | +27.8% | +35.1% |
| 1Y | +87.8% | +24.1% | +63.7% | +69.8% |
| 3Y | +648.7% | +130.0% | +518.7% | +415.2% |
| 5Y | +1,416.6% | +50.4% | +1,366.2% | +1,160.3% |
| 10Y | +1,412.7% | +271.3% | +1,141.4% | +832.8% |
| All | +9,832.2% | +4,015.6% | +5,816.6% | +3,602.6% |
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