+114.5%
PNC vs TLN
+710.8%
-596.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.7% |
| 7D | +3.1% | +11.0% | -8.0% | +2.3% |
| 30D | +7.6% | +4.9% | +2.7% | +7.1% |
| 3M | -8.1% | +4.9% | -13.1% | -8.8% |
| 6M | +12.6% | +7.1% | +5.5% | +11.1% |
| YTD | +15.0% | +0.3% | +14.6% | +13.4% |
| 1Y | +30.4% | +5.9% | +24.5% | +27.8% |
| 3Y | +116.1% | +578.5% | -462.3% | +63.7% |
| All | +114.5% | +710.8% | -596.3% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling