+272.7%
PNC vs RSG
+428.9%
-156.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | 0.0% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -4.4% | +4.0% | -8.3% | -6.9% |
| 3M | +5.2% | +7.4% | -2.1% | -0.2% |
| 6M | +20.6% | +0.1% | +20.5% | +19.3% |
| YTD | +19.8% | +6.0% | +13.7% | +13.3% |
| 1Y | +24.4% | -3.0% | +27.4% | +25.0% |
| 3Y | +131.2% | +56.5% | +74.7% | +55.7% |
| 5Y | +53.1% | +90.9% | -37.8% | -16.0% |
| All | +272.7% | +428.9% | -156.2% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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