+25.2%
PNC vs COMP
+14.0%
+11.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.7% |
| 7D | +2.3% | +4.1% | -1.8% | +1.8% |
| 30D | -3.8% | -14.5% | +10.7% | -2.1% |
| 3M | +7.8% | +41.8% | -34.0% | +2.6% |
| 6M | +19.7% | +23.6% | -3.9% | +15.1% |
| YTD | +19.1% | +1.7% | +17.4% | +17.8% |
| All | +25.2% | +14.0% | +11.2% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling