+560.5%
PNC vs VT
+345.0%
+215.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +1.9% |
| 7D | -2.2% | -4.2% | +2.0% | +2.8% |
| 30D | +3.9% | -5.8% | +9.7% | +11.4% |
| 3M | -10.4% | -5.2% | -5.1% | -4.8% |
| 6M | +4.1% | +0.1% | +3.9% | +2.8% |
| YTD | +12.2% | +8.2% | +4.0% | +0.6% |
| 1Y | +27.2% | +10.1% | +17.1% | +11.6% |
| 3Y | +104.8% | +69.7% | +35.1% | +6.4% |
| 5Y | +31.9% | +53.4% | -21.4% | -22.5% |
| 10Y | +233.3% | +219.2% | +14.1% | -17.0% |
| All | +560.5% | +345.0% | +215.5% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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