+330.3%
PNC vs FTV
+89.3%
+241.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | +2.3% | -0.4% | +2.7% | +2.5% |
| 30D | -3.8% | -8.3% | +4.5% | +1.4% |
| 3M | +7.8% | -7.4% | +15.2% | +12.3% |
| 6M | +19.7% | -1.2% | +20.9% | +19.3% |
| YTD | +19.1% | +2.7% | +16.4% | +14.7% |
| 1Y | +23.1% | +18.4% | +4.7% | +7.7% |
| 3Y | +132.1% | -2.0% | +134.2% | +124.9% |
| 5Y | +52.2% | +3.4% | +48.8% | +39.3% |
| 10Y | +271.4% | +78.5% | +192.9% | +150.9% |
| All | +330.3% | +89.3% | +241.0% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling