+1,144.5%
RSP vs PNC
+968.7%
+175.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.4% | +3.1% | -0.7% | +1.2% |
| 30D | +4.3% | +7.6% | -3.4% | +1.3% |
| 3M | -0.3% | -8.1% | +7.8% | +2.9% |
| 6M | +9.8% | +12.6% | -2.8% | +4.6% |
| YTD | +16.8% | +15.0% | +1.9% | +10.0% |
| 1Y | +19.5% | +30.4% | -10.9% | +7.0% |
| 3Y | +65.1% | +116.1% | -51.0% | +20.0% |
| 5Y | +48.7% | +37.5% | +11.2% | +26.5% |
| 10Y | +213.6% | +205.1% | +8.5% | +90.3% |
| All | +1,144.5% | +968.7% | +175.8% | +275.3% |
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 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