+270.8%
PNC vs ROP
+135.7%
+135.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | -0.9% | -8.0% | +7.1% | +3.9% |
| 30D | -4.4% | -2.7% | -1.7% | -3.2% |
| 3M | +5.3% | +16.6% | -11.3% | -5.2% |
| 6M | +19.6% | +10.4% | +9.2% | +10.5% |
| YTD | +19.1% | -12.1% | +31.2% | +25.8% |
| 1Y | +24.3% | -23.6% | +47.9% | +43.6% |
| 3Y | +132.2% | -19.3% | +151.5% | +154.9% |
| 5Y | +52.3% | -15.4% | +67.7% | +58.4% |
| All | +270.8% | +135.7% | +135.1% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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