+132.2%
COP vs PNC
+36.8%
+95.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.4% |
| 7D | +4.4% | +3.1% | +1.3% | +3.3% |
| 30D | 0.0% | +7.6% | -7.7% | -2.9% |
| 3M | +15.0% | -8.1% | +23.2% | +18.4% |
| 6M | +22.0% | +12.6% | +9.4% | +15.8% |
| YTD | +55.3% | +15.0% | +40.4% | +44.9% |
| 1Y | +64.1% | +30.4% | +33.7% | +45.0% |
| 3Y | +34.1% | +116.1% | -82.1% | -4.7% |
| All | +132.2% | +36.8% | +95.4% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling