+272.7%
PNC vs RNG
+222.9%
+49.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.6% | -6.1% | +5.5% | +0.2% |
| 30D | -4.4% | +9.6% | -14.0% | -5.6% |
| 3M | +5.2% | +83.3% | -78.1% | -3.4% |
| 6M | +20.6% | +77.9% | -57.3% | +10.2% |
| YTD | +19.8% | +139.9% | -120.2% | +3.7% |
| 1Y | +24.4% | +121.7% | -97.2% | +8.7% |
| 3Y | +131.2% | +121.9% | +9.4% | +97.0% |
| 5Y | +53.1% | -68.4% | +121.5% | +51.8% |
| All | +272.7% | +222.9% | +49.8% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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