+4,025.0%
PNC vs RGEN
+1,576.0%
+2,449.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +1.4% | -4.9% | +6.3% | +1.6% |
| 30D | -3.8% | +5.7% | -9.5% | -4.1% |
| 3M | +9.0% | +32.4% | -23.4% | +7.3% |
| 6M | +16.6% | +33.2% | -16.5% | +14.7% |
| YTD | +20.4% | +2.3% | +18.1% | +19.9% |
| 1Y | +22.3% | +39.0% | -16.7% | +19.8% |
| 3Y | +124.5% | -4.6% | +129.2% | +122.1% |
| 5Y | +54.1% | -42.7% | +96.8% | +54.3% |
| 10Y | +276.3% | +433.6% | -157.3% | +238.9% |
| All | +4,025.0% | +1,576.0% | +2,449.0% | +3,116.3% |
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