+129.2%
PNC vs TXG
+27.0%
+102.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.1% |
| 7D | -0.6% | +9.5% | -10.0% | -1.7% |
| 30D | -4.4% | +18.8% | -23.2% | -6.7% |
| 3M | +5.2% | +136.1% | -130.9% | -6.9% |
| 6M | +20.6% | +235.2% | -214.6% | +1.0% |
| YTD | +19.8% | +320.5% | -300.8% | -3.4% |
| 1Y | +24.4% | +425.2% | -400.8% | -3.8% |
| 3Y | +131.2% | +42.9% | +88.3% | +103.1% |
| 5Y | +53.1% | -62.8% | +115.9% | +48.4% |
| All | +129.2% | +27.0% | +102.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling