+115.0%
PNC vs CRL
+99.6%
+15.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.9% | +8.9% | -7.0% | +0.1% |
| 30D | +6.2% | +14.0% | -7.7% | +2.9% |
| 3M | -8.7% | +19.8% | -28.6% | -12.7% |
| 6M | +9.2% | +102.0% | -92.8% | -7.7% |
| YTD | +14.3% | +70.8% | -56.5% | -0.4% |
| 1Y | +27.7% | +98.7% | -71.0% | +7.0% |
| All | +115.0% | +99.6% | +15.4% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling