+242.0%
COF vs PNC
+279.5%
-37.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.1% |
| 7D | -5.1% | -0.6% | -4.6% | -4.6% |
| 30D | -6.0% | -4.4% | -1.6% | -1.9% |
| 3M | +14.8% | +5.2% | +9.6% | +9.1% |
| 6M | +15.3% | +20.6% | -5.3% | -4.1% |
| YTD | -13.0% | +19.8% | -32.8% | -27.0% |
| 1Y | -5.7% | +24.4% | -30.1% | -23.8% |
| 3Y | +118.1% | +131.2% | -13.1% | -3.5% |
| 5Y | +46.2% | +53.1% | -6.9% | -4.0% |
| All | +242.0% | +279.5% | -37.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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