+197.4%
PNC vs RCAT
-99.8%
+297.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | -0.4% |
| 7D | +1.9% | +15.6% | -13.7% | +1.8% |
| 30D | +6.2% | -24.1% | +30.3% | +6.4% |
| 3M | -8.7% | -61.9% | +53.1% | -8.2% |
| 6M | +9.2% | -64.3% | +73.5% | +9.8% |
| YTD | +14.3% | -50.4% | +64.7% | +14.5% |
| 1Y | +27.7% | -54.0% | +81.7% | +27.9% |
| 3Y | +113.5% | +347.2% | -233.7% | +109.6% |
| 5Y | +36.7% | +45.7% | -9.0% | +34.6% |
| All | +197.4% | -99.8% | +297.2% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling