+272.7%
PNC vs TRI
+196.2%
+76.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -0.6% | -7.9% | +7.3% | +1.8% |
| 30D | -4.4% | -4.5% | +0.1% | -3.5% |
| 3M | +5.2% | +22.1% | -16.9% | -3.1% |
| 6M | +20.6% | -2.8% | +23.4% | +18.8% |
| YTD | +19.8% | -23.4% | +43.2% | +28.4% |
| 1Y | +24.4% | -41.5% | +66.0% | +50.2% |
| 3Y | +131.2% | -19.2% | +150.5% | +129.4% |
| 5Y | +53.1% | -9.4% | +62.5% | +39.7% |
| All | +272.7% | +196.2% | +76.5% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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