+31.8%
PNC vs TRMB
-31.2%
+63.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -17.3% | +19.1% | +3.4% |
| 7D | +2.3% | -15.7% | +18.0% | +3.7% |
| 30D | +7.0% | -7.8% | +14.7% | +6.9% |
| 3M | -7.3% | -9.3% | +2.0% | -7.0% |
| 6M | +8.9% | -20.8% | +29.7% | +11.9% |
| YTD | +15.5% | -30.8% | +46.3% | +20.4% |
| 1Y | +31.8% | -31.0% | +62.8% | +37.1% |
| All | +31.8% | -31.2% | +63.0% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling