+272.7%
PNC vs TAP
-49.9%
+322.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | 0.0% |
| 7D | -0.6% | -3.9% | +3.3% | +1.1% |
| 30D | -4.4% | -5.3% | +0.9% | -2.4% |
| 3M | +5.2% | -3.8% | +9.0% | +6.3% |
| 6M | +20.6% | -11.4% | +32.0% | +25.8% |
| YTD | +19.8% | -13.7% | +33.5% | +25.4% |
| 1Y | +24.4% | -17.2% | +41.6% | +32.0% |
| 3Y | +131.2% | -33.1% | +164.3% | +165.3% |
| 5Y | +53.1% | +0.8% | +52.3% | +39.4% |
| All | +272.7% | -49.9% | +322.6% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling