+60.2%
PNC vs COMP
-49.2%
+109.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +2.0% |
| 7D | -0.2% | +14.5% | -14.7% | -1.8% |
| 30D | +6.5% | +14.9% | -8.4% | +4.5% |
| 3M | -7.6% | -14.2% | +6.7% | -6.4% |
| 6M | +8.5% | +23.7% | -15.2% | +4.9% |
| YTD | +14.5% | +2.1% | +12.4% | +11.9% |
| 1Y | +29.7% | +26.2% | +3.5% | +23.7% |
| 3Y | +115.7% | +470.9% | -355.2% | +66.5% |
| 5Y | +34.6% | -14.0% | +48.6% | +14.4% |
| All | +60.2% | -49.2% | +109.4% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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