+50.9%
PNC vs RVMD
+576.1%
-525.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.6% | -3.0% | +2.4% | -0.3% |
| 30D | -4.4% | -0.7% | -3.7% | -4.4% |
| 3M | +5.2% | +36.5% | -31.3% | +1.9% |
| 6M | +20.6% | +104.6% | -84.0% | +10.9% |
| YTD | +19.8% | +155.8% | -136.1% | +6.3% |
| 1Y | +24.4% | +340.7% | -316.3% | +3.0% |
| 3Y | +131.2% | +519.9% | -388.7% | +78.1% |
| All | +50.9% | +576.1% | -525.2% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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