+15,187.3%
ROK vs PNC
+4,053.5%
+11,133.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | +2.8% | +2.3% | +0.5% | +1.9% |
| 30D | -2.4% | -3.8% | +1.4% | -0.9% |
| 3M | -4.7% | +7.8% | -12.5% | -7.7% |
| 6M | +16.8% | +19.7% | -3.0% | +8.5% |
| YTD | +11.4% | +19.1% | -7.7% | +3.5% |
| 1Y | +26.2% | +23.1% | +3.0% | +15.6% |
| 3Y | +51.9% | +132.1% | -80.3% | +7.9% |
| 5Y | +46.4% | +52.2% | -5.9% | +20.8% |
| 10Y | +343.5% | +271.4% | +72.1% | +156.5% |
| All | +15,187.3% | +4,053.5% | +11,133.8% | +3,855.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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