+272.7%
PNC vs RRX
+228.4%
+44.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -1.1% |
| 7D | -0.6% | -0.3% | -0.2% | -0.5% |
| 30D | -4.4% | -6.1% | +1.7% | -1.9% |
| 3M | +5.2% | -23.1% | +28.3% | +14.9% |
| 6M | +20.6% | -19.5% | +40.2% | +26.3% |
| YTD | +19.8% | +16.1% | +3.7% | +3.6% |
| 1Y | +24.4% | +12.9% | +11.5% | +7.8% |
| 3Y | +131.2% | +7.9% | +123.3% | +89.8% |
| 5Y | +53.1% | +19.1% | +34.0% | +12.8% |
| All | +272.7% | +228.4% | +44.3% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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