+199.0%
PNC vs VFC
-48.6%
+247.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.5% |
| 7D | +3.1% | +1.6% | +1.4% | +2.5% |
| 30D | +7.6% | +25.5% | -17.8% | -0.3% |
| 3M | -8.1% | +41.3% | -49.4% | -18.5% |
| 6M | +12.6% | +22.2% | -9.6% | +3.3% |
| YTD | +15.0% | +16.4% | -1.5% | +6.2% |
| 1Y | +30.4% | +38.4% | -8.0% | +13.1% |
| 3Y | +116.1% | +56.2% | +59.9% | +49.6% |
| 5Y | +37.5% | -68.2% | +105.6% | +101.5% |
| All | +199.0% | -48.6% | +247.6% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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