+3,979.8%
PNC vs TXT
+2,083.0%
+1,896.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | -3.8% | -11.1% | +7.2% | +1.5% |
| 3M | +7.8% | -13.0% | +20.8% | +14.3% |
| 6M | +19.7% | -16.2% | +35.9% | +28.7% |
| YTD | +19.1% | -8.7% | +27.8% | +22.7% |
| 1Y | +23.1% | -3.8% | +26.9% | +23.6% |
| 3Y | +132.1% | +5.5% | +126.6% | +121.0% |
| 5Y | +52.2% | +12.3% | +39.9% | +39.1% |
| 10Y | +271.4% | +97.4% | +174.0% | +150.3% |
| All | +3,979.8% | +2,083.0% | +1,896.8% | +686.8% |
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