+50.9%
PNC vs TRU
-35.6%
+86.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -0.6% | -2.7% | +2.2% | +0.3% |
| 30D | -4.4% | -2.0% | -2.3% | -4.0% |
| 3M | +5.2% | +18.4% | -13.2% | -1.0% |
| 6M | +20.6% | +8.9% | +11.8% | +15.9% |
| YTD | +19.8% | -8.9% | +28.7% | +20.9% |
| 1Y | +24.4% | -15.9% | +40.3% | +28.4% |
| 3Y | +131.2% | -1.1% | +132.3% | +119.0% |
| All | +50.9% | -35.6% | +86.5% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling