+131.2%
PNC vs COPX
+149.4%
-18.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.6% | -2.3% | +1.8% | -0.3% |
| 30D | -4.4% | +0.3% | -4.7% | -4.6% |
| 3M | +5.2% | +6.8% | -1.6% | +3.5% |
| 6M | +20.6% | +7.9% | +12.7% | +17.2% |
| YTD | +19.8% | +23.7% | -4.0% | +11.3% |
| 1Y | +24.4% | +71.5% | -47.1% | +5.9% |
| 3Y | +131.2% | +149.1% | -17.9% | +57.4% |
| All | +131.2% | +149.4% | -18.1% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling