+4,025.0%
PNC vs RVTY
+2,416.7%
+1,608.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | -3.8% | +13.2% | -17.0% | -7.2% |
| 3M | +9.0% | +27.2% | -18.2% | +1.5% |
| 6M | +16.6% | +32.4% | -15.8% | +6.9% |
| YTD | +20.4% | +34.9% | -14.4% | +9.4% |
| 1Y | +22.3% | +52.4% | -30.0% | +7.0% |
| 3Y | +124.5% | +12.3% | +112.3% | +109.3% |
| 5Y | +54.1% | -30.8% | +84.9% | +60.9% |
| 10Y | +276.3% | +150.7% | +125.6% | +172.7% |
| All | +4,025.0% | +2,416.7% | +1,608.3% | +1,410.1% |
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