+4,025.0%
PNC vs TSN
+890.5%
+3,134.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +1.4% | -6.3% | +7.7% | +3.2% |
| 30D | -3.8% | -10.8% | +7.0% | -0.8% |
| 3M | +9.0% | -8.8% | +17.8% | +11.5% |
| 6M | +16.6% | -16.8% | +33.5% | +22.0% |
| YTD | +20.4% | -10.0% | +30.4% | +22.9% |
| 1Y | +22.3% | -5.3% | +27.6% | +22.8% |
| 3Y | +124.5% | +8.5% | +116.0% | +115.0% |
| 5Y | +54.1% | -22.9% | +77.0% | +61.1% |
| 10Y | +276.3% | -12.6% | +288.9% | +267.7% |
| All | +4,025.0% | +890.5% | +3,134.5% | +1,664.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling