+256.4%
PNC vs TRU
+228.6%
+27.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | 0.0% |
| 7D | +2.3% | -7.2% | +9.5% | +5.1% |
| 30D | -3.8% | -2.8% | -1.0% | -3.1% |
| 3M | +7.8% | +13.0% | -5.2% | +1.6% |
| 6M | +19.7% | +0.7% | +19.0% | +17.3% |
| YTD | +19.1% | -9.0% | +28.1% | +20.2% |
| 1Y | +23.1% | -16.3% | +39.4% | +27.6% |
| 3Y | +132.1% | -1.1% | +133.2% | +112.2% |
| 5Y | +52.2% | -36.0% | +88.2% | +65.0% |
| 10Y | +271.4% | +139.9% | +131.5% | +145.0% |
| All | +256.4% | +228.6% | +27.9% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling