+1,127.7%
RSP vs PNC
+1,019.6%
+108.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.8% | +1.4% | -2.2% | -1.3% |
| 30D | -0.3% | -3.8% | +3.5% | +1.1% |
| 3M | +4.3% | +9.0% | -4.7% | +0.7% |
| 6M | +8.8% | +16.6% | -7.8% | +2.2% |
| YTD | +15.3% | +20.4% | -5.2% | +6.6% |
| 1Y | +18.3% | +22.3% | -4.1% | +8.5% |
| 3Y | +52.8% | +124.5% | -71.7% | +9.2% |
| 5Y | +51.7% | +54.1% | -2.4% | +23.4% |
| 10Y | +208.5% | +276.3% | -67.8% | +73.4% |
| All | +1,127.7% | +1,019.6% | +108.1% | +263.8% |
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