+130.1%
PNC vs VMC
+17.8%
+112.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -0.9% | -3.7% | +2.8% | +0.5% |
| 30D | -4.4% | -12.8% | +8.3% | +0.4% |
| 3M | +5.3% | -7.9% | +13.2% | +7.9% |
| 6M | +19.6% | -7.5% | +27.1% | +22.0% |
| YTD | +19.1% | -11.6% | +30.8% | +22.2% |
| 1Y | +24.3% | -14.3% | +38.6% | +29.1% |
| All | +130.1% | +17.8% | +112.3% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling