+52.3%
PNC vs RUN
-81.3%
+133.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.1% |
| 7D | -0.9% | -3.4% | +2.5% | -0.6% |
| 30D | -4.4% | -14.0% | +9.5% | -3.3% |
| 3M | +5.3% | -27.5% | +32.8% | +7.6% |
| 6M | +19.6% | -29.0% | +48.5% | +21.8% |
| YTD | +19.1% | -53.1% | +72.2% | +24.4% |
| 1Y | +24.3% | -46.7% | +71.0% | +27.6% |
| 3Y | +132.2% | -38.3% | +170.5% | +109.6% |
| 5Y | +52.3% | -80.7% | +133.0% | +47.1% |
| All | +52.3% | -81.3% | +133.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling