+122.4%
PNC vs TLN
+571.8%
-449.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | -0.9% | +2.0% | -2.9% | -1.1% |
| 30D | -4.4% | -12.9% | +8.5% | -3.5% |
| 3M | +5.3% | -7.4% | +12.7% | +5.4% |
| 6M | +19.6% | -6.0% | +25.6% | +19.2% |
| YTD | +19.1% | -16.9% | +36.0% | +19.6% |
| 1Y | +24.3% | -22.6% | +46.9% | +25.3% |
| 3Y | +132.2% | +469.0% | -336.8% | +79.0% |
| All | +122.4% | +571.8% | -449.4% | +74.7% |
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