+50.4%
PNC vs ROP
-16.4%
+66.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -0.7% | -6.1% | +5.4% | +1.7% |
| 30D | -4.4% | -3.4% | -1.0% | -3.3% |
| 3M | +4.5% | +16.7% | -12.2% | -3.0% |
| 6M | +19.1% | +8.1% | +11.0% | +14.0% |
| YTD | +18.0% | -11.7% | +29.7% | +24.3% |
| 1Y | +24.1% | -24.2% | +48.3% | +41.7% |
| 3Y | +130.0% | -19.0% | +149.0% | +151.2% |
| 5Y | +50.4% | -15.9% | +66.3% | +53.5% |
| All | +50.4% | -16.4% | +66.8% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling