+909.0%
PNC vs TMF
-68.9%
+977.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +1.4% | -1.4% | +2.8% | +1.1% |
| 30D | -3.8% | -2.8% | -1.0% | -4.3% |
| 3M | +9.0% | -10.9% | +19.9% | +6.5% |
| 6M | +16.6% | -21.3% | +38.0% | +11.1% |
| YTD | +20.4% | -15.9% | +36.3% | +16.5% |
| 1Y | +22.3% | -15.7% | +38.1% | +18.7% |
| 3Y | +124.5% | -43.4% | +167.9% | +104.2% |
| 5Y | +54.1% | -87.8% | +141.8% | -3.2% |
| 10Y | +276.3% | -86.7% | +363.0% | +185.6% |
| All | +909.0% | -68.9% | +977.8% | +1,018.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling