+197.4%
PNC vs RL
+342.1%
-144.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +1.9% | +2.4% | -0.5% | +0.9% |
| 30D | +6.2% | +4.6% | +1.7% | +4.2% |
| 3M | -8.7% | -1.1% | -7.6% | -8.7% |
| 6M | +9.2% | +16.5% | -7.3% | +1.2% |
| YTD | +14.3% | +11.4% | +2.9% | +7.2% |
| 1Y | +27.7% | +16.1% | +11.6% | +17.5% |
| 3Y | +113.5% | +252.6% | -139.1% | +18.7% |
| 5Y | +36.7% | +244.9% | -208.2% | -25.8% |
| All | +197.4% | +342.1% | -144.8% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling