+271.3%
PNC vs TMF
-86.2%
+357.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -1.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.9% |
| 30D | -4.4% | -1.0% | -3.4% | -4.5% |
| 3M | +4.5% | -11.3% | +15.8% | +2.5% |
| 6M | +19.1% | -22.7% | +41.8% | +14.2% |
| YTD | +18.0% | -17.3% | +35.4% | +14.7% |
| 1Y | +24.1% | -22.5% | +46.5% | +19.4% |
| 3Y | +130.0% | -43.2% | +173.2% | +112.4% |
| 5Y | +50.4% | -88.3% | +138.7% | -10.4% |
| 10Y | +271.3% | -86.0% | +357.3% | +189.1% |
| All | +271.3% | -86.2% | +357.5% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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