+952.5%
PNC vs RSG
+2,015.5%
-1,063.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.2% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -4.4% | +4.0% | -8.3% | -5.8% |
| 3M | +5.2% | +7.4% | -2.1% | +2.2% |
| 6M | +20.6% | +0.1% | +20.5% | +20.0% |
| YTD | +19.8% | +6.0% | +13.7% | +16.3% |
| 1Y | +24.4% | -3.0% | +27.4% | +24.8% |
| 3Y | +131.2% | +56.5% | +74.7% | +91.8% |
| 5Y | +53.1% | +90.9% | -37.8% | +16.9% |
| 10Y | +276.8% | +428.7% | -152.0% | +106.4% |
| All | +952.5% | +2,015.5% | -1,063.1% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling