+116.1%
PNC vs TAP
-22.2%
+138.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.2% |
| 7D | +3.1% | +1.3% | +1.8% | +2.8% |
| 30D | +7.6% | +5.7% | +1.9% | +6.2% |
| 3M | -8.1% | -1.9% | -6.2% | -8.0% |
| 6M | +12.6% | +0.9% | +11.7% | +11.8% |
| YTD | +15.0% | -9.5% | +24.5% | +16.2% |
| 1Y | +30.4% | -9.0% | +39.4% | +31.4% |
| 3Y | +116.1% | -22.2% | +138.4% | +117.2% |
| All | +116.1% | -22.2% | +138.3% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling