+395.2%
COR vs PNC
+279.5%
+115.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -2.8% | -0.6% | -2.3% | -2.7% |
| 30D | +2.6% | -4.4% | +6.9% | +3.9% |
| 3M | +14.5% | +5.2% | +9.2% | +12.6% |
| 6M | -7.8% | +20.6% | -28.4% | -13.1% |
| YTD | -4.2% | +19.8% | -24.0% | -9.9% |
| 1Y | +7.0% | +24.4% | -17.4% | -0.7% |
| 3Y | +85.5% | +131.2% | -45.7% | +34.7% |
| 5Y | +181.2% | +53.1% | +128.1% | +132.7% |
| All | +395.2% | +279.5% | +115.7% | +131.3% |
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