+50.4%
PNC vs RRC
+154.4%
-104.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | -0.7% | -1.7% | +1.0% | -0.4% |
| 30D | -4.4% | +3.6% | -8.0% | -5.0% |
| 3M | +4.5% | +8.8% | -4.4% | +2.6% |
| 6M | +19.1% | +0.8% | +18.3% | +18.2% |
| YTD | +18.0% | +19.0% | -0.9% | +13.1% |
| 1Y | +24.1% | +22.9% | +1.1% | +17.5% |
| 3Y | +130.0% | +32.3% | +97.7% | +110.4% |
| 5Y | +50.4% | +151.6% | -101.2% | +17.8% |
| All | +50.4% | +154.4% | -104.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling