+967.4%
PNC vs CRL
+1,379.5%
-412.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.6% |
| 7D | +1.4% | -1.0% | +2.4% | +1.7% |
| 30D | -3.8% | +10.7% | -14.5% | -6.7% |
| 3M | +9.0% | +55.3% | -46.3% | -4.8% |
| 6M | +16.6% | +60.7% | -44.0% | -0.3% |
| YTD | +20.4% | +44.6% | -24.2% | +5.6% |
| 1Y | +22.3% | +77.7% | -55.4% | +0.2% |
| 3Y | +124.5% | +37.6% | +86.9% | +89.1% |
| 5Y | +54.1% | -35.8% | +89.9% | +57.4% |
| 10Y | +276.3% | +241.7% | +34.5% | +125.3% |
| All | +967.4% | +1,379.5% | -412.1% | +387.0% |
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