+53.5%
PNC vs RACE
+93.6%
-40.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | +1.4% | -2.5% | +3.9% | +2.0% |
| 30D | -3.8% | +0.8% | -4.6% | -4.1% |
| 3M | +9.0% | +17.2% | -8.1% | +4.2% |
| 6M | +16.6% | +13.6% | +3.1% | +12.1% |
| YTD | +20.4% | +12.2% | +8.2% | +15.7% |
| 1Y | +22.3% | -16.3% | +38.6% | +27.3% |
| 3Y | +124.5% | +36.4% | +88.1% | +86.8% |
| All | +53.5% | +93.6% | -40.0% | +7.5% |
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