+50.4%
PNC vs RVTY
-34.2%
+84.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.1% |
| 7D | -0.7% | -5.4% | +4.7% | +0.9% |
| 30D | -4.4% | +6.7% | -11.1% | -6.5% |
| 3M | +4.5% | +19.0% | -14.5% | -1.5% |
| 6M | +19.1% | +34.6% | -15.6% | +7.2% |
| YTD | +18.0% | +28.3% | -10.2% | +7.3% |
| 1Y | +24.1% | +46.0% | -22.0% | +7.4% |
| 3Y | +130.0% | +16.9% | +113.1% | +108.4% |
| 5Y | +50.4% | -32.9% | +83.3% | +45.9% |
| All | +50.4% | -34.2% | +84.6% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling