+132.1%
PNC vs RBA
+29.1%
+103.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.5% |
| 7D | +2.3% | -1.1% | +3.3% | +2.6% |
| 30D | -3.8% | -13.2% | +9.4% | +0.1% |
| 3M | +7.8% | -21.4% | +29.2% | +14.3% |
| 6M | +19.7% | -20.9% | +40.6% | +26.4% |
| YTD | +19.1% | -19.9% | +39.0% | +24.9% |
| 1Y | +23.1% | -28.7% | +51.8% | +34.0% |
| 3Y | +132.1% | +27.4% | +104.7% | +111.9% |
| All | +132.1% | +29.1% | +103.1% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling