+50.9%
PNC vs FTV
-2.3%
+53.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -0.6% | -4.0% | +3.4% | +1.6% |
| 30D | -4.4% | -11.0% | +6.6% | +1.6% |
| 3M | +5.2% | -8.4% | +13.6% | +9.7% |
| 6M | +20.6% | -2.6% | +23.2% | +21.1% |
| YTD | +19.8% | -0.6% | +20.4% | +18.0% |
| 1Y | +24.4% | +11.0% | +13.5% | +14.6% |
| 3Y | +131.2% | -6.3% | +137.6% | +130.5% |
| All | +50.9% | -2.3% | +53.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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