+30.5%
PNC vs RACE
+65.0%
-34.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -1.1% | +5.1% | -6.2% | -2.3% |
| 30D | +4.5% | +7.7% | -3.2% | +2.5% |
| 3M | -10.0% | +2.2% | -12.2% | -10.7% |
| 6M | +3.1% | +23.8% | -20.7% | -3.1% |
| YTD | +11.5% | +13.9% | -2.4% | +6.6% |
| 1Y | +27.3% | +3.8% | +23.5% | +24.9% |
| 3Y | +106.4% | +28.0% | +78.3% | +76.5% |
| All | +30.5% | +65.0% | -34.6% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling