+868.8%
PNC vs TDY
+7,056.0%
-6,187.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -0.6% | -1.1% | +0.6% | -0.2% |
| 30D | -4.4% | -12.0% | +7.7% | -0.3% |
| 3M | +5.2% | -3.2% | +8.4% | +6.2% |
| 6M | +20.6% | -7.9% | +28.5% | +23.4% |
| YTD | +19.8% | +18.2% | +1.5% | +12.6% |
| 1Y | +24.4% | +6.7% | +17.8% | +20.8% |
| 3Y | +131.2% | +47.5% | +83.7% | +101.4% |
| 5Y | +53.1% | +39.5% | +13.6% | +35.0% |
| 10Y | +276.8% | +477.2% | -200.4% | +122.0% |
| All | +868.8% | +7,056.0% | -6,187.2% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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