+538.9%
XRT vs PNC
+513.3%
+25.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +1.7% | +3.1% | -1.3% | +0.5% |
| 30D | +7.5% | +7.6% | -0.1% | +4.4% |
| 3M | +2.2% | -8.1% | +10.3% | +5.7% |
| 6M | +14.7% | +12.6% | +2.1% | +9.1% |
| YTD | +7.5% | +15.0% | -7.5% | +1.2% |
| 1Y | +14.1% | +30.4% | -16.3% | +2.2% |
| 3Y | +58.8% | +116.1% | -57.4% | +16.0% |
| 5Y | -3.9% | +37.5% | -41.4% | -17.0% |
| 10Y | +137.7% | +205.1% | -67.4% | +47.9% |
| All | +538.9% | +513.3% | +25.6% | +186.2% |
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