+96.4%
PNC vs RVMD
+636.2%
-539.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -4.4% | +0.3% | -4.7% | -4.5% |
| 3M | +4.5% | +38.9% | -34.4% | +0.1% |
| 6M | +19.1% | +108.1% | -89.1% | +6.8% |
| YTD | +18.0% | +160.7% | -142.7% | +1.5% |
| 1Y | +24.1% | +407.3% | -383.2% | -3.6% |
| 3Y | +130.0% | +546.6% | -416.6% | +66.2% |
| 5Y | +50.4% | +579.8% | -529.4% | +1.8% |
| All | +96.4% | +636.2% | -539.8% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling