+875.8%
PNC vs RBA
+4,035.9%
-3,160.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +1.9% | -0.5% | +2.4% | +2.1% |
| 30D | +6.2% | +6.8% | -0.6% | +3.9% |
| 3M | -8.7% | +9.5% | -18.2% | -11.6% |
| 6M | +9.2% | -8.2% | +17.4% | +10.9% |
| YTD | +14.3% | -7.7% | +22.1% | +15.4% |
| 1Y | +27.7% | -6.9% | +34.6% | +28.5% |
| 3Y | +113.5% | +61.6% | +51.8% | +78.6% |
| 5Y | +36.7% | +44.7% | -8.0% | +14.9% |
| 10Y | +203.4% | +205.3% | -1.9% | +90.8% |
| All | +875.8% | +4,035.9% | -3,160.1% | +222.4% |
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