+1,239.9%
PNC vs RL
+1,517.3%
-277.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +3.1% | +2.6% | +0.5% | +2.1% |
| 30D | +7.6% | +2.9% | +4.7% | +6.3% |
| 3M | -8.1% | 0.0% | -8.1% | -8.5% |
| 6M | +12.6% | +17.1% | -4.5% | +4.7% |
| YTD | +15.0% | +10.1% | +4.8% | +8.8% |
| 1Y | +30.4% | +17.3% | +13.1% | +20.4% |
| 3Y | +116.1% | +249.3% | -133.2% | +28.1% |
| 5Y | +37.5% | +240.9% | -203.4% | -20.0% |
| 10Y | +205.1% | +337.3% | -132.2% | +49.3% |
| All | +1,239.9% | +1,517.3% | -277.4% | +261.0% |
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