+3,837.3%
PNC vs RVTY
+2,885.1%
+952.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | +3.1% | -0.5% | +3.5% | +3.2% |
| 30D | +7.6% | +1.5% | +6.1% | +6.9% |
| 3M | -8.1% | +31.5% | -39.6% | -15.5% |
| 6M | +12.6% | +62.7% | -50.1% | -2.7% |
| YTD | +15.0% | +60.0% | -45.0% | -1.0% |
| 1Y | +30.4% | +65.7% | -35.3% | +11.1% |
| 3Y | +116.1% | +85.2% | +30.9% | +75.6% |
| 5Y | +37.5% | -14.9% | +52.4% | +34.9% |
| 10Y | +205.1% | +211.9% | -6.8% | +107.3% |
| All | +3,837.3% | +2,885.1% | +952.2% | +1,266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling