+131.2%
PNC vs RGEN
+2.2%
+129.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.8% |
| 6M | +20.6% | +38.5% | -17.9% | +12.8% |
| YTD | +19.8% | +0.8% | +19.0% | +18.2% |
| 1Y | +24.4% | +38.2% | -13.8% | +15.6% |
| 3Y | +131.2% | +1.3% | +129.9% | +117.0% |
| All | +131.2% | +2.2% | +129.1% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling