+272.7%
PNC vs COPX
+583.8%
-311.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.6% | -2.3% | +1.8% | +0.1% |
| 30D | -4.4% | +0.3% | -4.7% | -4.9% |
| 3M | +5.2% | +6.8% | -1.6% | +1.2% |
| 6M | +20.6% | +7.9% | +12.7% | +13.3% |
| YTD | +19.8% | +23.7% | -4.0% | +4.4% |
| 1Y | +24.4% | +71.5% | -47.1% | -6.6% |
| 3Y | +131.2% | +149.1% | -17.9% | +39.6% |
| 5Y | +53.1% | +167.3% | -114.2% | -14.8% |
| All | +272.7% | +583.8% | -311.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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