+3,140.9%
PNC vs ROP
+25,523.2%
-22,382.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +1.3% |
| 7D | +1.4% | -4.4% | +5.8% | +2.9% |
| 30D | -3.8% | +3.2% | -7.1% | -4.9% |
| 3M | +9.0% | +23.1% | -14.0% | +1.4% |
| 6M | +16.6% | +13.3% | +3.3% | +11.0% |
| YTD | +20.4% | -7.9% | +28.3% | +21.9% |
| 1Y | +22.3% | -22.1% | +44.4% | +30.7% |
| 3Y | +124.5% | -16.8% | +141.3% | +134.5% |
| 5Y | +54.1% | -13.5% | +67.6% | +58.1% |
| 10Y | +276.3% | +137.7% | +138.6% | +188.2% |
| All | +3,140.9% | +25,523.2% | -22,382.3% | +1,344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling