+199.0%
PNC vs ROP
+185.2%
+13.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +3.1% | +0.7% | +2.4% | +2.6% |
| 30D | +7.6% | +28.8% | -21.1% | -7.3% |
| 3M | -8.1% | +21.1% | -29.2% | -18.4% |
| 6M | +12.6% | +52.5% | -39.9% | -14.2% |
| YTD | +15.0% | +8.9% | +6.1% | +6.7% |
| 1Y | +30.4% | +8.2% | +22.2% | +21.5% |
| 3Y | +116.1% | -5.2% | +121.3% | +116.2% |
| 5Y | +37.5% | +1.7% | +35.8% | +28.7% |
| All | +199.0% | +185.2% | +13.8% | +37.1% |
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