+112.9%
PNC vs ROIV
+232.7%
-119.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | -3.8% | +1.0% | -4.8% | -3.9% |
| 3M | +9.0% | +18.3% | -9.3% | +7.5% |
| 6M | +16.6% | +18.3% | -1.7% | +14.9% |
| YTD | +20.4% | +61.0% | -40.5% | +15.8% |
| 1Y | +22.3% | +177.9% | -155.5% | +12.9% |
| 3Y | +124.5% | +199.1% | -74.5% | +104.3% |
| 5Y | +54.1% | +250.7% | -196.6% | +30.0% |
| All | +112.9% | +232.7% | -119.8% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling