+3,837.3%
PNC vs RGEN
+1,577.9%
+2,259.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | +3.1% | -3.3% | +6.4% | +3.2% |
| 30D | +7.6% | -5.8% | +13.5% | +7.9% |
| 3M | -8.1% | +0.2% | -8.3% | -8.3% |
| 6M | +12.6% | +56.8% | -44.2% | +9.8% |
| YTD | +15.0% | +2.4% | +12.6% | +14.3% |
| 1Y | +30.4% | +11.4% | +19.0% | +29.1% |
| 3Y | +116.1% | +15.2% | +101.0% | +112.0% |
| 5Y | +37.5% | -35.1% | +72.6% | +36.9% |
| 10Y | +205.1% | +419.6% | -214.5% | +174.8% |
| All | +3,837.3% | +1,577.9% | +2,259.4% | +2,966.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling