+56.1%
PNC vs COMP
-52.0%
+108.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.7% | -11.3% | -1.8% |
| 7D | -1.1% | +13.4% | -14.5% | -2.6% |
| 30D | +4.5% | +11.1% | -6.6% | +3.0% |
| 3M | -10.0% | -18.8% | +8.8% | -8.3% |
| 6M | +3.1% | +10.5% | -7.4% | +0.9% |
| YTD | +11.5% | -3.4% | +14.9% | +9.8% |
| 1Y | +27.3% | +19.7% | +7.6% | +22.1% |
| 3Y | +106.4% | +381.6% | -275.3% | +62.3% |
| 5Y | +31.1% | -17.6% | +48.7% | +12.1% |
| All | +56.1% | -52.0% | +108.0% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling