+125.9%
PNC vs TXG
+24.6%
+101.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | -0.7% | +9.1% | -9.9% | -1.8% |
| 30D | -4.4% | +14.9% | -19.3% | -6.3% |
| 3M | +4.5% | +120.0% | -115.5% | -6.7% |
| 6M | +19.1% | +221.8% | -202.8% | +0.2% |
| YTD | +18.0% | +312.6% | -294.5% | -4.5% |
| 1Y | +24.1% | +398.4% | -374.4% | -3.4% |
| 3Y | +130.0% | +42.1% | +87.9% | +102.2% |
| 5Y | +50.4% | -63.5% | +113.8% | +46.1% |
| All | +125.9% | +24.6% | +101.3% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling