+52.2%
PNC vs COO
-39.5%
+91.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.2% |
| 7D | +2.3% | -2.3% | +4.6% | +3.1% |
| 30D | -3.8% | -8.8% | +5.0% | -0.8% |
| 3M | +7.8% | +1.3% | +6.4% | +6.9% |
| 6M | +19.7% | -11.6% | +31.3% | +24.2% |
| YTD | +19.1% | -17.4% | +36.5% | +26.5% |
| 1Y | +23.1% | -1.6% | +24.7% | +22.6% |
| 3Y | +132.1% | -22.6% | +154.8% | +144.1% |
| 5Y | +52.2% | -40.3% | +92.6% | +66.3% |
| All | +52.2% | -39.5% | +91.7% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling