+86.0%
PNC vs TSLQ
-97.3%
+183.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.7% | -8.0% | +7.3% | -1.3% |
| 30D | -4.4% | -23.8% | +19.4% | -6.3% |
| 3M | +4.5% | -7.0% | +11.5% | +5.3% |
| 6M | +19.1% | -17.1% | +36.2% | +19.6% |
| YTD | +18.0% | +0.1% | +18.0% | +21.2% |
| 1Y | +24.1% | -51.2% | +75.2% | +20.2% |
| 3Y | +130.0% | -95.9% | +225.9% | +99.8% |
| All | +86.0% | -97.3% | +183.3% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling