+2,993.4%
PNC vs ROP
+30,173.0%
-27,179.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +3.1% | +0.7% | +2.4% | +2.8% |
| 30D | +7.6% | +28.8% | -21.1% | -1.0% |
| 3M | -8.1% | +21.1% | -29.2% | -14.0% |
| 6M | +12.6% | +52.5% | -39.9% | -2.9% |
| YTD | +15.0% | +8.9% | +6.1% | +9.9% |
| 1Y | +30.4% | +8.2% | +22.2% | +24.9% |
| 3Y | +116.1% | -5.2% | +121.3% | +115.5% |
| 5Y | +37.5% | +1.7% | +35.8% | +33.5% |
| 10Y | +205.1% | +185.4% | +19.7% | +119.7% |
| All | +2,993.4% | +30,173.0% | -27,179.5% | +1,201.9% |
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