+397.6%
PNC vs RNG
+302.4%
+95.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.1% |
| 7D | -0.9% | -9.6% | +8.7% | +0.4% |
| 30D | -4.4% | +8.8% | -13.2% | -5.6% |
| 3M | +5.3% | +78.6% | -73.3% | -3.2% |
| 6M | +19.6% | +70.3% | -50.7% | +9.7% |
| YTD | +19.1% | +140.3% | -121.2% | +2.9% |
| 1Y | +24.3% | +126.6% | -102.3% | +8.0% |
| 3Y | +132.2% | +120.2% | +12.0% | +97.5% |
| 5Y | +52.3% | -68.3% | +120.6% | +53.4% |
| 10Y | +274.8% | +220.6% | +54.2% | +149.7% |
| All | +397.6% | +302.4% | +95.2% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling