+37.3%
PNC vs RBA
+48.4%
-11.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | +5.8% | +9.0% | -3.1% | +3.4% |
| 3M | -7.9% | +7.2% | -15.1% | -9.8% |
| 6M | +10.0% | -7.8% | +17.7% | +11.2% |
| YTD | +14.8% | -6.4% | +21.2% | +15.2% |
| 1Y | +29.7% | -4.2% | +33.8% | +29.3% |
| 3Y | +114.4% | +64.1% | +50.3% | +87.0% |
| All | +37.3% | +48.4% | -11.1% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling