+267.1%
PNC vs RACE
+658.9%
-391.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -1.1% | +5.1% | -6.2% | -2.8% |
| 30D | +4.5% | +7.7% | -3.2% | +1.8% |
| 3M | -10.0% | +2.2% | -12.2% | -10.9% |
| 6M | +3.1% | +23.8% | -20.7% | -5.2% |
| YTD | +11.5% | +13.9% | -2.4% | +4.7% |
| 1Y | +27.3% | +3.8% | +23.5% | +23.4% |
| 3Y | +106.4% | +28.0% | +78.3% | +75.3% |
| 5Y | +31.1% | +64.9% | -33.8% | -2.3% |
| 10Y | +231.3% | +780.4% | -549.1% | +38.2% |
| All | +267.1% | +658.9% | -391.8% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling