+102.4%
PNC vs ROIV
+292.3%
-189.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +0.8% | +14.3% | -13.5% | -0.2% |
| 30D | +6.5% | +16.2% | -9.7% | +5.3% |
| 3M | -7.3% | +15.1% | -22.4% | -8.4% |
| 6M | +8.5% | +44.2% | -35.7% | +5.2% |
| YTD | +14.5% | +89.8% | -75.4% | +8.5% |
| 1Y | +29.1% | +94.6% | -65.5% | +22.1% |
| 3Y | +113.7% | +367.5% | -253.8% | +89.9% |
| 5Y | +35.7% | +421.4% | -385.7% | +14.0% |
| All | +102.4% | +292.3% | -189.9% | +66.9% |
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