+513.3%
XRT vs PNC
+542.5%
-29.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.8% | +1.4% | -0.6% | +0.2% |
| 30D | -4.2% | -3.8% | -0.4% | -2.7% |
| 3M | +5.1% | +9.0% | -3.9% | +1.4% |
| 6M | +2.4% | +16.6% | -14.2% | -3.9% |
| YTD | +3.2% | +20.4% | -17.2% | -4.6% |
| 1Y | +1.5% | +22.3% | -20.8% | -6.8% |
| 3Y | +40.6% | +124.5% | -84.0% | +0.9% |
| 5Y | -1.0% | +54.1% | -55.1% | -18.2% |
| 10Y | +128.4% | +276.3% | -147.8% | +31.9% |
| All | +513.3% | +542.5% | -29.2% | +169.7% |
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