+270.8%
PNC vs CRL
+249.3%
+21.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.6% |
| 7D | -0.9% | -6.9% | +6.0% | +1.3% |
| 30D | -4.4% | -3.2% | -1.2% | -3.6% |
| 3M | +5.3% | +46.5% | -41.3% | -7.5% |
| 6M | +19.6% | +63.1% | -43.5% | +0.2% |
| YTD | +19.1% | +36.9% | -17.7% | +5.0% |
| 1Y | +24.3% | +78.1% | -53.8% | -0.6% |
| 3Y | +132.2% | +36.7% | +95.5% | +92.1% |
| 5Y | +52.3% | -38.1% | +90.4% | +65.0% |
| All | +270.8% | +249.3% | +21.4% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling