+918.9%
PNC vs CRL
+1,633.2%
-714.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | +3.1% | +0.1% | +2.9% | +3.0% |
| 30D | +7.6% | +11.9% | -4.3% | +3.6% |
| 3M | -8.1% | +20.2% | -28.3% | -13.7% |
| 6M | +12.6% | +107.5% | -94.9% | -10.8% |
| YTD | +15.0% | +69.4% | -54.5% | -4.6% |
| 1Y | +30.4% | +99.7% | -69.3% | +3.0% |
| 3Y | +116.1% | +98.8% | +17.4% | +62.2% |
| 5Y | +37.5% | -12.4% | +49.9% | +27.6% |
| 10Y | +205.1% | +352.9% | -147.8% | +67.6% |
| All | +918.9% | +1,633.2% | -714.3% | +340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling