+197.4%
PNC vs COO
+40.1%
+157.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +1.9% | -2.1% | +4.0% | +2.8% |
| 30D | +6.2% | +13.9% | -7.7% | +0.6% |
| 3M | -8.7% | -18.9% | +10.2% | -1.4% |
| 6M | +9.2% | +3.7% | +5.5% | +5.5% |
| YTD | +14.3% | -24.1% | +38.4% | +26.1% |
| 1Y | +27.7% | -14.2% | +41.9% | +33.2% |
| 3Y | +113.5% | -24.5% | +137.9% | +126.3% |
| 5Y | +36.7% | -40.4% | +77.2% | +58.3% |
| All | +197.4% | +40.1% | +157.3% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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