+212.8%
RDDT vs PNC
+72.4%
+140.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.2% |
| 7D | +2.1% | -0.6% | +2.7% | +2.5% |
| 30D | +2.8% | -4.4% | +7.2% | +5.8% |
| 3M | -8.9% | +5.2% | -14.2% | -11.7% |
| 6M | +15.1% | +20.6% | -5.6% | +2.0% |
| YTD | -31.4% | +19.8% | -51.1% | -39.5% |
| 1Y | -39.4% | +24.4% | -63.9% | -48.1% |
| All | +212.8% | +72.4% | +140.4% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling