+879.9%
PNC vs RBA
+4,097.8%
-3,217.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | +5.8% | +9.0% | -3.1% | +2.9% |
| 3M | -7.9% | +7.2% | -15.1% | -10.2% |
| 6M | +10.0% | -7.8% | +17.7% | +11.5% |
| YTD | +14.8% | -6.4% | +21.2% | +15.4% |
| 1Y | +29.7% | -4.2% | +33.8% | +29.3% |
| 3Y | +114.4% | +64.1% | +50.3% | +78.5% |
| 5Y | +36.0% | +48.4% | -12.4% | +13.3% |
| 10Y | +204.7% | +209.9% | -5.2% | +90.7% |
| All | +879.9% | +4,097.8% | -3,217.8% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling