-4.2%
ROL vs PNC
+51.0%
-55.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.3% | -0.7% | -2.5% | -3.1% |
| 30D | -7.2% | -4.4% | -2.8% | -6.4% |
| 3M | -27.0% | +4.5% | -31.5% | -27.7% |
| 6M | -39.5% | +19.1% | -58.6% | -41.7% |
| YTD | -41.8% | +18.0% | -59.8% | -43.8% |
| 1Y | -38.9% | +24.1% | -62.9% | -41.6% |
| 3Y | -0.4% | +130.0% | -130.4% | -18.1% |
| 5Y | -4.2% | +50.4% | -54.6% | -11.9% |
| All | -4.2% | +51.0% | -55.2% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling