+126.0%
PNC vs NVD
-99.2%
+225.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.8% |
| 7D | -0.7% | +0.5% | -1.3% | -0.7% |
| 30D | -4.4% | -9.3% | +4.9% | -4.6% |
| 3M | +4.5% | -22.1% | +26.6% | +3.8% |
| 6M | +19.1% | -45.8% | +64.9% | +16.7% |
| YTD | +18.0% | -46.7% | +64.7% | +15.8% |
| 1Y | +24.1% | -59.5% | +83.5% | +20.7% |
| 3Y | +130.0% | -99.2% | +229.2% | +98.5% |
| All | +126.0% | -99.2% | +225.1% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling