+250.3%
PNC vs RUN
-29.4%
+279.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.4% |
| 7D | +2.3% | +10.2% | -7.9% | +1.3% |
| 30D | -3.8% | -9.6% | +5.8% | -3.0% |
| 3M | +7.8% | -31.5% | +39.3% | +11.1% |
| 6M | +19.7% | -18.7% | +38.4% | +20.7% |
| YTD | +19.1% | -49.9% | +69.0% | +24.4% |
| 1Y | +23.1% | -45.5% | +68.6% | +26.6% |
| 3Y | +132.1% | -34.1% | +166.2% | +108.1% |
| 5Y | +52.2% | -79.4% | +131.7% | +46.2% |
| 10Y | +271.4% | +48.9% | +222.5% | +164.7% |
| All | +250.3% | -29.4% | +279.7% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling