+52.2%
PNC vs TMF
-87.6%
+139.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.3% | +1.0% | +1.3% | +2.3% |
| 30D | -3.8% | -1.8% | -2.0% | -3.8% |
| 3M | +7.8% | -8.2% | +16.0% | +7.8% |
| 6M | +19.7% | -19.5% | +39.2% | +19.6% |
| YTD | +19.1% | -16.0% | +35.1% | +19.0% |
| 1Y | +23.1% | -22.5% | +45.6% | +23.0% |
| 3Y | +132.1% | -42.3% | +174.4% | +129.5% |
| 5Y | +52.2% | -87.7% | +139.9% | +21.5% |
| All | +52.2% | -87.6% | +139.8% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling