+131.2%
PNC vs TSLQ
-95.6%
+226.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.4% |
| 7D | -0.6% | -6.6% | +6.0% | -1.0% |
| 30D | -4.4% | -24.3% | +19.9% | -6.0% |
| 3M | +5.2% | -3.6% | +8.8% | +6.1% |
| 6M | +20.6% | -12.0% | +32.6% | +21.7% |
| YTD | +19.8% | +1.4% | +18.4% | +22.6% |
| 1Y | +24.4% | -43.6% | +68.0% | +22.6% |
| 3Y | +131.2% | -95.4% | +226.6% | +116.8% |
| All | +131.2% | -95.6% | +226.8% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling