+120.3%
PNC vs TLN
+589.3%
-469.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -0.7% | +5.8% | -6.6% | -1.2% |
| 30D | -4.4% | -6.9% | +2.5% | -3.9% |
| 3M | +4.5% | -10.9% | +15.4% | +5.0% |
| 6M | +19.1% | -4.6% | +23.7% | +18.5% |
| YTD | +18.0% | -14.7% | +32.7% | +18.2% |
| 1Y | +24.1% | -17.9% | +42.0% | +24.4% |
| 3Y | +130.0% | +483.9% | -353.9% | +76.9% |
| All | +120.3% | +589.3% | -469.1% | +72.7% |
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 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