+271.3%
PNC vs RBA
+189.2%
+82.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -0.7% | -1.9% | +1.2% | -0.1% |
| 30D | -4.4% | -13.0% | +8.6% | -0.2% |
| 3M | +4.5% | -23.1% | +27.6% | +12.6% |
| 6M | +19.1% | -22.6% | +41.6% | +27.8% |
| YTD | +18.0% | -20.4% | +38.4% | +25.1% |
| 1Y | +24.1% | -29.6% | +53.6% | +36.8% |
| 3Y | +130.0% | +26.6% | +103.5% | +106.3% |
| 5Y | +50.4% | +38.2% | +12.2% | +26.6% |
| 10Y | +271.3% | +194.7% | +76.5% | +110.3% |
| All | +271.3% | +189.2% | +82.1% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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