+24.1%
PNC vs RBA
-29.1%
+53.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -0.7% | -1.9% | +1.2% | -0.3% |
| 30D | -4.4% | -13.0% | +8.6% | -1.4% |
| 3M | +4.5% | -23.1% | +27.6% | +9.7% |
| 6M | +19.1% | -22.6% | +41.6% | +24.3% |
| YTD | +18.0% | -20.4% | +38.4% | +21.2% |
| 1Y | +24.1% | -29.6% | +53.6% | +30.5% |
| All | +24.1% | -29.1% | +53.1% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling