+28.8%
PNC vs TPG
+74.1%
-45.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -0.6% | -9.4% | +8.9% | +2.9% |
| 30D | -4.4% | -5.3% | +0.9% | -2.9% |
| 3M | +5.2% | +12.9% | -7.7% | -0.1% |
| 6M | +20.6% | +20.1% | +0.6% | +11.2% |
| YTD | +19.8% | -22.5% | +42.3% | +29.0% |
| 1Y | +24.4% | -19.7% | +44.1% | +31.6% |
| 3Y | +131.2% | +81.2% | +50.0% | +73.8% |
| All | +28.8% | +74.1% | -45.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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