-33.5%
RDDT vs PNC
+23.0%
-56.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +1.0% | +1.4% | -0.4% | +0.3% |
| 30D | -0.5% | -3.8% | +3.3% | +1.1% |
| 3M | -16.0% | +9.0% | -25.0% | -18.8% |
| 6M | +4.9% | +16.6% | -11.8% | -3.0% |
| YTD | -32.8% | +20.4% | -53.2% | -40.1% |
| 1Y | -33.5% | +22.3% | -55.8% | -41.7% |
| All | -33.5% | +23.0% | -56.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling