+130.1%
PNC vs ROP
-19.1%
+149.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -0.9% | -8.0% | +7.1% | +1.6% |
| 30D | -4.4% | -2.7% | -1.7% | -3.7% |
| 3M | +5.3% | +16.6% | -11.3% | -0.9% |
| 6M | +19.6% | +10.4% | +9.2% | +14.7% |
| YTD | +19.1% | -12.1% | +31.2% | +26.6% |
| 1Y | +24.3% | -23.6% | +47.9% | +42.6% |
| All | +130.1% | -19.1% | +149.2% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling