+606.1%
COST vs PNC
+279.5%
+326.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -4.7% | -4.4% | -0.3% | -3.8% |
| 3M | -7.1% | +5.2% | -12.4% | -8.2% |
| 6M | -8.5% | +20.6% | -29.2% | -12.4% |
| YTD | +5.4% | +19.8% | -14.4% | +0.9% |
| 1Y | -5.6% | +24.4% | -30.1% | -10.5% |
| 3Y | +68.5% | +131.2% | -62.8% | +36.8% |
| 5Y | +105.2% | +53.1% | +52.1% | +81.0% |
| All | +606.1% | +279.5% | +326.6% | +404.3% |
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