+50.9%
PNC vs TKO
+291.2%
-240.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -0.6% | +2.3% | -2.9% | -1.0% |
| 30D | -4.4% | -2.5% | -1.9% | -4.1% |
| 3M | +5.2% | -10.6% | +15.8% | +7.2% |
| 6M | +20.6% | -5.1% | +25.7% | +21.1% |
| YTD | +19.8% | -8.2% | +28.0% | +20.9% |
| 1Y | +24.4% | -4.4% | +28.9% | +24.3% |
| 3Y | +131.2% | +100.4% | +30.9% | +96.9% |
| All | +50.9% | +291.2% | -240.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling