+129.3%
PNC vs NVD
-99.1%
+228.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -0.6% | +10.8% | -11.4% | -0.1% |
| 30D | -4.4% | +0.8% | -5.1% | -4.2% |
| 3M | +5.2% | -20.8% | +26.1% | +4.6% |
| 6M | +20.6% | -41.2% | +61.8% | +18.7% |
| YTD | +19.8% | -44.2% | +64.0% | +17.8% |
| 1Y | +24.4% | -54.2% | +78.6% | +21.7% |
| 3Y | +131.2% | -99.1% | +230.4% | +99.6% |
| All | +129.3% | -99.1% | +228.4% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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