+132.1%
PNC vs COO
-23.3%
+155.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.3% |
| 7D | +2.3% | -2.3% | +4.6% | +3.0% |
| 30D | -3.8% | -8.8% | +5.0% | -1.2% |
| 3M | +7.8% | +1.3% | +6.4% | +7.0% |
| 6M | +19.7% | -11.6% | +31.3% | +23.6% |
| YTD | +19.1% | -17.4% | +36.5% | +25.5% |
| 1Y | +23.1% | -1.6% | +24.7% | +22.8% |
| 3Y | +132.1% | -22.6% | +154.8% | +141.9% |
| All | +132.1% | -23.3% | +155.4% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling