+270.8%
PNC vs RVTY
+139.0%
+131.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.8% |
| 7D | -0.9% | -7.4% | +6.5% | +1.8% |
| 30D | -4.4% | +4.5% | -8.9% | -6.1% |
| 3M | +5.3% | +19.5% | -14.2% | -1.9% |
| 6M | +19.6% | +34.1% | -14.5% | +6.1% |
| YTD | +19.1% | +25.3% | -6.1% | +7.6% |
| 1Y | +24.3% | +47.0% | -22.7% | +5.1% |
| 3Y | +132.2% | +14.1% | +118.1% | +108.9% |
| 5Y | +52.3% | -34.6% | +86.9% | +64.9% |
| All | +270.8% | +139.0% | +131.8% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling