+272.7%
PNC vs VFC
-69.1%
+341.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | -0.9% |
| 7D | -0.6% | -1.4% | +0.8% | -0.1% |
| 30D | -4.4% | -9.0% | +4.6% | -1.5% |
| 3M | +5.2% | -24.2% | +29.4% | +13.9% |
| 6M | +20.6% | -18.5% | +39.1% | +26.4% |
| YTD | +19.8% | -25.9% | +45.6% | +29.0% |
| 1Y | +24.4% | -13.0% | +37.4% | +25.2% |
| 3Y | +131.2% | -20.3% | +151.6% | +101.8% |
| 5Y | +53.1% | -78.1% | +131.2% | +148.9% |
| All | +272.7% | -69.1% | +341.8% | +419.9% |
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