+127.9%
PNC vs TXT
+5.5%
+122.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | -0.7% | +0.8% | -1.6% | -1.1% |
| 30D | -4.4% | -10.4% | +6.0% | +0.8% |
| 3M | +4.5% | -14.3% | +18.8% | +11.9% |
| 6M | +19.1% | -15.1% | +34.2% | +27.7% |
| YTD | +18.0% | -8.3% | +26.3% | +20.7% |
| 1Y | +24.1% | -0.7% | +24.8% | +21.0% |
| All | +127.9% | +5.5% | +122.4% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling