+217.8%
PNC vs RACE
+738.3%
-520.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.4% |
| 7D | -0.2% | +3.9% | -4.1% | -1.5% |
| 30D | +6.5% | +7.4% | -0.9% | +3.8% |
| 3M | -7.6% | +1.6% | -9.2% | -8.3% |
| 6M | +8.5% | +23.3% | -14.8% | -0.3% |
| YTD | +14.5% | +14.7% | -0.2% | +7.1% |
| 1Y | +29.7% | +2.5% | +27.2% | +26.4% |
| 3Y | +115.7% | +28.0% | +87.7% | +81.3% |
| 5Y | +34.6% | +69.8% | -35.2% | -3.1% |
| 10Y | +217.8% | +734.9% | -517.0% | +47.1% |
| All | +217.8% | +738.3% | -520.4% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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