+203.7%
PNC vs TMF
-82.2%
+285.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | -0.6% |
| 7D | +0.8% | -1.1% | +1.9% | +0.7% |
| 30D | +6.5% | +11.8% | -5.3% | +8.5% |
| 3M | -7.3% | -4.0% | -3.2% | -7.8% |
| 6M | +8.5% | -16.5% | +25.0% | +5.5% |
| YTD | +14.5% | -19.9% | +34.4% | +10.8% |
| 1Y | +29.1% | -25.6% | +54.7% | +23.4% |
| 3Y | +113.7% | -29.9% | +143.6% | +107.3% |
| 5Y | +35.7% | -88.2% | +123.9% | -18.8% |
| 10Y | +203.7% | -81.7% | +285.4% | +150.1% |
| All | +203.7% | -82.2% | +285.9% | +150.1% |
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