+3,837.3%
PNC vs TXT
+2,196.3%
+1,641.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +3.1% | +0.1% | +2.9% | +3.0% |
| 30D | +7.6% | +13.3% | -5.7% | +1.2% |
| 3M | -8.1% | -5.0% | -3.2% | -6.5% |
| 6M | +12.6% | -8.4% | +21.0% | +15.9% |
| YTD | +15.0% | -4.0% | +18.9% | +15.1% |
| 1Y | +30.4% | +2.8% | +27.6% | +26.5% |
| 3Y | +116.1% | +10.3% | +105.9% | +100.7% |
| 5Y | +37.5% | +9.2% | +28.3% | +26.8% |
| 10Y | +205.1% | +89.6% | +115.5% | +108.0% |
| All | +3,837.3% | +2,196.3% | +1,641.0% | +638.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling