-11.4%
RKT vs PNC
+51.4%
-62.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -6.3% | -0.6% | -5.7% | -5.9% |
| 30D | -6.2% | -4.4% | -1.8% | -3.2% |
| 3M | -1.9% | +5.2% | -7.1% | -5.6% |
| 6M | -13.0% | +20.6% | -33.6% | -23.7% |
| YTD | -31.9% | +19.8% | -51.7% | -40.2% |
| 1Y | -37.6% | +24.4% | -62.0% | -46.6% |
| 3Y | +36.8% | +131.2% | -94.4% | -24.8% |
| All | -11.4% | +51.4% | -62.8% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling