+52.2%
PNC vs RL
+241.4%
-189.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +2.3% | +1.9% | +0.4% | +1.6% |
| 30D | -3.8% | -12.2% | +8.4% | +0.5% |
| 3M | +7.8% | -6.6% | +14.4% | +9.7% |
| 6M | +19.7% | +3.2% | +16.5% | +16.6% |
| YTD | +19.1% | -1.3% | +20.4% | +17.7% |
| 1Y | +23.1% | +13.6% | +9.5% | +15.2% |
| 3Y | +132.1% | +210.9% | -78.7% | +42.2% |
| 5Y | +52.2% | +246.9% | -194.6% | -14.1% |
| All | +52.2% | +241.4% | -189.2% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling