+130.1%
PNC vs RCAT
+733.0%
-602.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | -0.9% | -5.4% | +4.5% | -0.7% |
| 30D | -4.4% | -24.2% | +19.8% | -3.5% |
| 3M | +5.3% | -25.8% | +31.1% | +6.1% |
| 6M | +19.6% | -44.9% | +64.5% | +21.0% |
| YTD | +19.1% | +1.9% | +17.3% | +16.9% |
| 1Y | +24.3% | -5.2% | +29.5% | +21.4% |
| All | +130.1% | +733.0% | -602.9% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling