+17,451.9%
COR vs PNC
+2,629.4%
+14,822.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +2.8% | +1.4% | +1.4% | +2.5% |
| 30D | +4.5% | -3.8% | +8.4% | +5.4% |
| 3M | +22.7% | +9.0% | +13.6% | +20.3% |
| 6M | -9.7% | +16.6% | -26.4% | -12.8% |
| YTD | -1.4% | +20.4% | -21.9% | -5.6% |
| 1Y | +13.9% | +22.3% | -8.4% | +8.5% |
| 3Y | +94.0% | +124.5% | -30.6% | +58.6% |
| 5Y | +184.0% | +54.1% | +129.9% | +149.0% |
| 10Y | +406.8% | +276.3% | +130.5% | +259.2% |
| All | +17,451.9% | +2,629.4% | +14,822.5% | +6,559.1% |
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