+270.8%
PNC vs TXT
+103.1%
+167.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -4.4% | -10.2% | +5.8% | +1.5% |
| 3M | +5.3% | -13.3% | +18.5% | +13.3% |
| 6M | +19.6% | -14.4% | +33.9% | +29.1% |
| YTD | +19.1% | -9.1% | +28.2% | +23.5% |
| 1Y | +24.3% | -2.2% | +26.5% | +23.2% |
| 3Y | +132.2% | +5.1% | +127.1% | +116.3% |
| 5Y | +52.3% | +12.8% | +39.5% | +32.9% |
| All | +270.8% | +103.1% | +167.7% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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