+123.7%
PNC vs CLBK
+66.9%
+56.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | +2.3% | +1.1% | +1.2% | +1.6% |
| 30D | -3.8% | +7.8% | -11.6% | -8.2% |
| 3M | +7.8% | +23.9% | -16.1% | -5.8% |
| 6M | +19.7% | +42.3% | -22.6% | -4.1% |
| YTD | +19.1% | +65.4% | -46.3% | -13.5% |
| 1Y | +23.1% | +70.3% | -47.2% | -12.8% |
| 3Y | +132.1% | +54.5% | +77.7% | +68.0% |
| 5Y | +52.2% | +43.1% | +9.1% | +4.5% |
| All | +123.7% | +66.9% | +56.8% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling