+179.3%
COR vs PNC
+51.4%
+127.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.8% | -0.6% | -2.3% | -2.8% |
| 30D | +2.6% | -4.4% | +6.9% | +3.1% |
| 3M | +14.5% | +5.2% | +9.2% | +13.7% |
| 6M | -7.8% | +20.6% | -28.4% | -9.9% |
| YTD | -4.2% | +19.8% | -24.0% | -6.5% |
| 1Y | +7.0% | +24.4% | -17.4% | +4.0% |
| 3Y | +85.5% | +131.2% | -45.7% | +60.1% |
| All | +179.3% | +51.4% | +127.9% | +164.5% |
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