+97.2%
PNC vs ROIV
+270.3%
-173.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -1.0% |
| 7D | -1.1% | +5.3% | -6.4% | -1.5% |
| 30D | +4.5% | +11.9% | -7.4% | +3.6% |
| 3M | -10.0% | +10.7% | -20.7% | -10.9% |
| 6M | +3.1% | +34.9% | -31.8% | +0.4% |
| YTD | +11.5% | +79.2% | -67.6% | +6.2% |
| 1Y | +27.3% | +89.0% | -61.7% | +20.7% |
| 3Y | +106.4% | +337.3% | -231.0% | +84.2% |
| 5Y | +31.1% | +402.3% | -371.2% | +10.7% |
| All | +97.2% | +270.3% | -173.1% | +63.3% |
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