+272.7%
PNC vs RGEN
+415.7%
-143.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.6% | -1.4% | +0.9% | -0.3% |
| 30D | -4.4% | -0.3% | -4.1% | -4.5% |
| 3M | +5.2% | +23.9% | -18.7% | +1.3% |
| 6M | +20.6% | +38.5% | -17.9% | +13.6% |
| YTD | +19.8% | +0.8% | +19.0% | +18.3% |
| 1Y | +24.4% | +38.2% | -13.8% | +16.5% |
| 3Y | +131.2% | +1.3% | +129.9% | +120.4% |
| 5Y | +53.1% | -44.0% | +97.1% | +52.3% |
| All | +272.7% | +415.7% | -143.0% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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