+114.3%
PNC vs TLN
+716.6%
-602.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | 0.0% |
| 7D | -0.6% | +15.9% | -16.5% | -1.7% |
| 30D | +5.8% | -0.3% | +6.1% | +5.7% |
| 3M | -7.9% | +5.8% | -13.7% | -8.6% |
| 6M | +10.0% | -1.2% | +11.2% | +9.3% |
| YTD | +14.8% | +1.0% | +13.8% | +13.2% |
| 1Y | +29.7% | +1.1% | +28.5% | +27.7% |
| 3Y | +114.4% | +591.7% | -477.3% | +62.4% |
| All | +114.3% | +716.6% | -602.4% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling