+5,481.9%
PNC vs TRMB
+3,381.2%
+2,100.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +1.4% | -2.5% | +3.9% | +1.9% |
| 30D | -3.8% | +1.5% | -5.3% | -4.2% |
| 3M | +9.0% | +6.8% | +2.2% | +7.4% |
| 6M | +16.6% | -14.9% | +31.6% | +19.7% |
| YTD | +20.4% | -24.1% | +44.5% | +26.0% |
| 1Y | +22.3% | -25.4% | +47.7% | +28.2% |
| 3Y | +124.5% | +8.0% | +116.5% | +118.8% |
| 5Y | +54.1% | -37.3% | +91.4% | +64.0% |
| 10Y | +276.3% | +116.8% | +159.5% | +221.8% |
| All | +5,481.9% | +3,381.2% | +2,100.7% | +2,645.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling