+52.3%
PNC vs TSN
-18.6%
+70.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | -0.9% | +1.4% | -2.2% | -1.3% |
| 30D | -4.4% | -6.2% | +1.7% | -2.6% |
| 3M | +5.3% | -5.7% | +10.9% | +6.8% |
| 6M | +19.6% | -11.4% | +30.9% | +23.2% |
| YTD | +19.1% | -8.2% | +27.3% | +20.7% |
| 1Y | +24.3% | -2.0% | +26.3% | +22.4% |
| 3Y | +132.2% | +11.9% | +120.3% | +111.3% |
| 5Y | +52.3% | -17.8% | +70.1% | +53.2% |
| All | +52.3% | -18.6% | +70.9% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling