+103.2%
PNC vs ROIV
+276.5%
-173.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +3.1% | +1.7% | +1.4% | +2.9% |
| 30D | +7.6% | +17.6% | -9.9% | +6.4% |
| 3M | -8.1% | +9.0% | -17.1% | -8.9% |
| 6M | +12.6% | +35.3% | -22.7% | +9.7% |
| YTD | +15.0% | +82.2% | -67.2% | +9.3% |
| 1Y | +30.4% | +92.3% | -61.9% | +23.5% |
| 3Y | +116.1% | +336.8% | -220.6% | +92.8% |
| 5Y | +37.5% | +370.6% | -333.1% | +15.8% |
| All | +103.2% | +276.5% | -173.3% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling