+1,491.9%
PNC vs NVS
+1,076.7%
+415.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.8% |
| 7D | -0.7% | -15.4% | +14.6% | +6.7% |
| 30D | -4.4% | -12.3% | +7.9% | +0.7% |
| 3M | +4.5% | -7.8% | +12.3% | +7.1% |
| 6M | +19.1% | -13.0% | +32.0% | +25.3% |
| YTD | +18.0% | +2.8% | +15.3% | +14.2% |
| 1Y | +24.1% | +10.6% | +13.4% | +15.5% |
| 3Y | +130.0% | +55.1% | +74.9% | +78.3% |
| 5Y | +50.4% | +91.7% | -41.3% | +3.7% |
| 10Y | +271.3% | +181.2% | +90.1% | +110.4% |
| All | +1,491.9% | +1,076.7% | +415.2% | +386.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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