+3,942.5%
PNC vs RRX
+3,824.6%
+117.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | -4.4% | -8.0% | +3.6% | -1.4% |
| 3M | +4.5% | -25.1% | +29.5% | +14.2% |
| 6M | +19.1% | -18.3% | +37.3% | +23.8% |
| YTD | +18.0% | +14.2% | +3.9% | +6.3% |
| 1Y | +24.1% | +13.0% | +11.0% | +11.1% |
| 3Y | +130.0% | +4.2% | +125.8% | +101.0% |
| 5Y | +50.4% | +17.9% | +32.5% | +22.0% |
| 10Y | +271.3% | +220.4% | +50.8% | +101.1% |
| All | +3,942.5% | +3,824.6% | +117.9% | +1,322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling