+3,942.5%
PNC vs RJF
+49,058.3%
-45,115.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -0.7% | -0.3% | -0.5% | -0.6% |
| 30D | -4.4% | -2.0% | -2.4% | -3.5% |
| 3M | +4.5% | +16.3% | -11.8% | -3.4% |
| 6M | +19.1% | +16.9% | +2.1% | +9.6% |
| YTD | +18.0% | +10.4% | +7.6% | +11.3% |
| 1Y | +24.1% | +7.4% | +16.6% | +18.4% |
| 3Y | +130.0% | +72.2% | +57.8% | +72.3% |
| 5Y | +50.4% | +105.1% | -54.7% | +2.6% |
| 10Y | +271.3% | +430.9% | -159.6% | +62.5% |
| All | +3,942.5% | +49,058.3% | -45,115.8% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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