+1,303.8%
PNC vs RL
+1,366.2%
-62.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -3.8% | -7.8% | +3.9% | -1.1% |
| 3M | +9.0% | -4.0% | +13.0% | +10.0% |
| 6M | +16.6% | -1.9% | +18.5% | +15.8% |
| YTD | +20.4% | -0.2% | +20.6% | +18.5% |
| 1Y | +22.3% | +10.7% | +11.7% | +15.5% |
| 3Y | +124.5% | +210.8% | -86.2% | +39.3% |
| 5Y | +54.1% | +238.2% | -184.2% | -10.3% |
| 10Y | +276.3% | +313.4% | -37.1% | +88.7% |
| All | +1,303.8% | +1,366.2% | -62.4% | +293.5% |
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