+199.0%
PNC vs RCAT
-99.8%
+298.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +0.6% |
| 7D | +3.1% | -5.9% | +9.0% | +3.1% |
| 30D | +7.6% | -19.7% | +27.3% | +7.8% |
| 3M | -8.1% | -62.9% | +54.7% | -7.5% |
| 6M | +12.6% | -59.6% | +72.2% | +13.1% |
| YTD | +15.0% | -52.1% | +67.0% | +15.2% |
| 1Y | +30.4% | -50.9% | +81.3% | +30.6% |
| 3Y | +116.1% | +333.8% | -217.6% | +112.3% |
| 5Y | +37.5% | +40.7% | -3.3% | +35.4% |
| All | +199.0% | -99.8% | +298.8% | +189.4% |
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