+220.7%
ROL vs PNC
+202.3%
+18.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.4% |
| 7D | +3.0% | +3.1% | -0.1% | +2.3% |
| 30D | +19.8% | +7.6% | +12.1% | +17.7% |
| 3M | +7.9% | -8.1% | +16.0% | +10.0% |
| 6M | -25.6% | +12.6% | -38.2% | -27.9% |
| YTD | -34.1% | +15.0% | -49.1% | -36.5% |
| 1Y | -31.4% | +30.4% | -61.8% | -35.8% |
| 3Y | +4.7% | +116.1% | -111.5% | -15.1% |
| 5Y | +15.6% | +37.5% | -21.9% | +3.7% |
| All | +220.7% | +202.3% | +18.4% | +120.1% |
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 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