+205.1%
ROL vs PNC
+277.5%
-72.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | -6.6% | -4.4% | -2.2% | -5.6% |
| 3M | -27.3% | +5.3% | -32.6% | -28.3% |
| 6M | -38.1% | +19.6% | -57.7% | -40.8% |
| YTD | -41.8% | +19.1% | -60.9% | -44.3% |
| 1Y | -37.8% | +24.3% | -62.1% | -41.2% |
| 3Y | -0.3% | +132.2% | -132.5% | -20.7% |
| 5Y | -5.1% | +52.3% | -57.4% | -17.1% |
| All | +205.1% | +277.5% | -72.5% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling