+858.9%
PNC vs TMF
-69.2%
+928.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.6% | +2.6% |
| 7D | -0.2% | +0.6% | -0.8% | 0.0% |
| 30D | +6.5% | +16.3% | -9.8% | +10.0% |
| 3M | -7.6% | -2.7% | -4.9% | -8.0% |
| 6M | +8.5% | -13.2% | +21.7% | +5.6% |
| YTD | +14.5% | -16.7% | +31.1% | +10.6% |
| 1Y | +29.7% | -22.7% | +52.4% | +23.4% |
| 3Y | +115.7% | -26.1% | +141.7% | +108.8% |
| 5Y | +34.6% | -88.4% | +123.0% | -17.2% |
| 10Y | +217.8% | -81.8% | +299.7% | +161.1% |
| All | +858.9% | -69.2% | +928.1% | +962.0% |
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