+52.3%
PNC vs RGEN
-44.2%
+96.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -0.9% | -2.9% | +2.0% | -0.4% |
| 30D | -4.4% | -0.1% | -4.4% | -4.6% |
| 3M | +5.3% | +25.9% | -20.7% | +0.8% |
| 6M | +19.6% | +35.2% | -15.6% | +12.6% |
| YTD | +19.1% | +0.5% | +18.6% | +17.7% |
| 1Y | +24.3% | +37.0% | -12.7% | +16.1% |
| 3Y | +132.2% | +2.0% | +130.2% | +120.3% |
| 5Y | +52.3% | -44.2% | +96.5% | +37.3% |
| All | +52.3% | -44.2% | +96.5% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling