+24.4%
PNC vs TSN
-1.7%
+26.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -0.6% | +3.0% | -3.6% | -0.7% |
| 30D | -4.4% | -4.2% | -0.2% | -4.2% |
| 3M | +5.2% | -3.9% | +9.1% | +5.3% |
| 6M | +20.6% | -9.8% | +30.5% | +21.1% |
| YTD | +19.8% | -7.3% | +27.0% | +19.8% |
| 1Y | +24.4% | -2.2% | +26.6% | +23.0% |
| All | +24.4% | -1.7% | +26.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling