+3,720.2%
PNC vs TYL
+14,564.8%
-10,844.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -1.1% | +6.7% | -7.7% | -1.8% |
| 30D | +4.5% | +26.5% | -22.1% | +1.8% |
| 3M | -10.0% | +37.3% | -47.3% | -13.2% |
| 6M | +3.1% | +31.2% | -28.1% | -0.4% |
| YTD | +11.5% | -7.4% | +18.9% | +11.3% |
| 1Y | +27.3% | -9.6% | +36.8% | +27.3% |
| 3Y | +106.4% | +1.9% | +104.5% | +103.1% |
| 5Y | +31.1% | -21.1% | +52.2% | +31.6% |
| 10Y | +231.3% | +171.8% | +59.5% | +193.2% |
| All | +3,720.2% | +14,564.8% | -10,844.7% | +2,400.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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