+127.9%
PNC vs TSN
+10.3%
+117.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -0.7% | -7.3% | +6.6% | +1.1% |
| 30D | -4.4% | -8.6% | +4.2% | -2.3% |
| 3M | +4.5% | -7.5% | +12.0% | +6.2% |
| 6M | +19.1% | -14.1% | +33.2% | +22.9% |
| YTD | +18.0% | -9.4% | +27.5% | +19.3% |
| 1Y | +24.1% | -4.1% | +28.1% | +22.6% |
| All | +127.9% | +10.3% | +117.6% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling