+3,837.3%
PNC vs RRC
+1,510.8%
+2,326.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +3.1% | +6.4% | -3.3% | +2.3% |
| 30D | +7.6% | +23.9% | -16.2% | +4.7% |
| 3M | -8.1% | +30.2% | -38.3% | -11.2% |
| 6M | +12.6% | +26.3% | -13.7% | +9.0% |
| YTD | +15.0% | +48.1% | -33.1% | +8.9% |
| 1Y | +30.4% | +37.7% | -7.3% | +24.5% |
| 3Y | +116.1% | +60.3% | +55.9% | +100.9% |
| 5Y | +37.5% | +135.3% | -97.8% | +19.5% |
| 10Y | +205.1% | +73.3% | +131.8% | +144.8% |
| All | +3,837.3% | +1,510.8% | +2,326.5% | +2,564.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling