+3,837.3%
PNC vs TAP
+832.8%
+3,004.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.3% |
| 7D | +3.1% | +1.3% | +1.8% | +2.7% |
| 30D | +7.6% | +5.7% | +1.9% | +5.9% |
| 3M | -8.1% | -1.9% | -6.2% | -8.0% |
| 6M | +12.6% | +0.9% | +11.7% | +11.6% |
| YTD | +15.0% | -9.5% | +24.5% | +16.6% |
| 1Y | +30.4% | -9.0% | +39.4% | +31.9% |
| 3Y | +116.1% | -22.2% | +138.4% | +125.6% |
| 5Y | +37.5% | +1.2% | +36.2% | +33.0% |
| 10Y | +205.1% | -46.1% | +251.2% | +230.4% |
| All | +3,837.3% | +832.8% | +3,004.5% | +2,619.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling