+0.8%
ROL vs PNC
+133.3%
-132.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -3.4% | +2.3% | -5.7% | -3.8% |
| 30D | -6.9% | -3.8% | -3.1% | -6.4% |
| 3M | -24.6% | +7.8% | -32.4% | -25.6% |
| 6M | -39.5% | +19.7% | -59.2% | -41.3% |
| YTD | -41.1% | +19.1% | -60.2% | -42.8% |
| 1Y | -37.9% | +23.1% | -61.1% | -40.1% |
| 3Y | +0.8% | +132.1% | -131.3% | -14.3% |
| All | +0.8% | +133.3% | -132.5% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling