+4,025.0%
PNC vs TAP
+825.0%
+3,200.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +1.4% | -2.3% | +3.7% | +2.0% |
| 30D | -3.8% | -2.1% | -1.7% | -3.4% |
| 3M | +9.0% | +6.6% | +2.4% | +6.9% |
| 6M | +16.6% | -11.5% | +28.1% | +19.7% |
| YTD | +20.4% | -10.3% | +30.7% | +22.7% |
| 1Y | +22.3% | -14.4% | +36.7% | +25.9% |
| 3Y | +124.5% | -28.3% | +152.8% | +139.7% |
| 5Y | +54.1% | +1.7% | +52.4% | +49.2% |
| 10Y | +276.3% | -49.2% | +325.5% | +313.1% |
| All | +4,025.0% | +825.0% | +3,200.0% | +2,763.1% |
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