+50.4%
PNC vs TXT
+13.4%
+37.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | -0.7% | +0.8% | -1.6% | -1.2% |
| 30D | -4.4% | -10.4% | +6.0% | +1.2% |
| 3M | +4.5% | -14.3% | +18.8% | +12.6% |
| 6M | +19.1% | -15.1% | +34.2% | +28.4% |
| YTD | +18.0% | -8.3% | +26.3% | +21.3% |
| 1Y | +24.1% | -0.7% | +24.8% | +21.5% |
| 3Y | +130.0% | +6.0% | +124.0% | +111.9% |
| 5Y | +50.4% | +12.5% | +37.9% | +30.7% |
| All | +50.4% | +13.4% | +37.0% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling