+3,820.5%
PNC vs COO
+5,462.0%
-1,641.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.8% | +4.5% | -3.7% | +0.4% |
| 30D | +6.5% | +16.9% | -10.4% | +4.8% |
| 3M | -7.3% | -16.7% | +9.4% | -5.8% |
| 6M | +8.5% | +5.9% | +2.6% | +7.5% |
| YTD | +14.5% | -22.4% | +36.9% | +17.0% |
| 1Y | +29.1% | -10.1% | +39.2% | +30.0% |
| 3Y | +113.7% | -22.8% | +136.5% | +117.5% |
| 5Y | +35.7% | -41.4% | +77.1% | +41.2% |
| 10Y | +203.7% | +41.3% | +162.4% | +194.0% |
| All | +3,820.5% | +5,462.0% | -1,641.5% | +3,310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling