+130.1%
PNC vs CLBK
+52.3%
+77.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.7% |
| 7D | -0.9% | -1.4% | +0.5% | -0.2% |
| 30D | -4.4% | +4.5% | -9.0% | -6.5% |
| 3M | +5.3% | +22.8% | -17.5% | -5.1% |
| 6M | +19.6% | +43.4% | -23.9% | -0.3% |
| YTD | +19.1% | +64.1% | -45.0% | -7.4% |
| 1Y | +24.3% | +67.6% | -43.2% | -4.8% |
| All | +130.1% | +52.3% | +77.7% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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