+1,234.2%
PNC vs RL
+1,573.0%
-338.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.2% |
| 30D | +6.5% | +7.6% | -1.1% | +3.5% |
| 3M | -7.3% | -1.5% | -5.8% | -7.2% |
| 6M | +8.5% | +12.1% | -3.6% | +2.6% |
| YTD | +14.5% | +13.9% | +0.5% | +7.0% |
| 1Y | +29.1% | +20.7% | +8.4% | +17.9% |
| 3Y | +113.7% | +260.6% | -146.8% | +25.2% |
| 5Y | +35.7% | +248.9% | -213.2% | -21.7% |
| 10Y | +203.7% | +355.9% | -152.2% | +46.4% |
| All | +1,234.2% | +1,573.0% | -338.8% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling