+272.7%
PNC vs COO
+17.0%
+255.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.6% | -22.5% | +22.0% | +9.6% |
| 30D | -4.4% | -29.7% | +25.3% | +9.7% |
| 3M | +5.2% | -20.1% | +25.4% | +14.0% |
| 6M | +20.6% | -26.9% | +47.5% | +35.3% |
| YTD | +19.8% | -34.2% | +54.0% | +40.4% |
| 1Y | +24.4% | -21.3% | +45.7% | +34.3% |
| 3Y | +131.2% | -38.7% | +169.9% | +168.3% |
| 5Y | +53.1% | -52.2% | +105.3% | +95.3% |
| All | +272.7% | +17.0% | +255.7% | +274.9% |
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