+4,492.0%
COP vs PNC
+4,099.5%
+392.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +3.0% | +1.4% | +1.6% | +2.5% |
| 30D | +17.5% | -3.8% | +21.3% | +18.9% |
| 3M | +13.4% | +9.0% | +4.3% | +9.8% |
| 6M | +17.7% | +16.6% | +1.1% | +11.0% |
| YTD | +46.6% | +20.4% | +26.2% | +36.4% |
| 1Y | +44.6% | +22.3% | +22.3% | +33.7% |
| 3Y | +20.7% | +124.5% | -103.8% | -9.9% |
| 5Y | +185.0% | +54.1% | +131.0% | +137.9% |
| 10Y | +347.0% | +276.3% | +70.7% | +190.8% |
| All | +4,492.0% | +4,099.5% | +392.4% | +1,475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling