+24.9%
COP vs PNC
+129.9%
-105.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | +9.6% | -4.4% | +14.0% | +11.0% |
| 3M | +15.0% | +5.3% | +9.8% | +12.7% |
| 6M | +21.8% | +19.6% | +2.2% | +13.4% |
| YTD | +49.6% | +19.1% | +30.5% | +38.6% |
| 1Y | +49.9% | +24.3% | +25.6% | +36.2% |
| All | +24.9% | +129.9% | -105.0% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling