+124.3%
TDG vs PNC
+51.4%
+72.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.9% | -0.6% | -1.3% | -1.6% |
| 30D | -7.7% | -4.4% | -3.3% | -5.9% |
| 3M | -9.3% | +5.2% | -14.6% | -11.4% |
| 6M | -9.4% | +20.6% | -30.0% | -16.5% |
| YTD | -14.3% | +19.8% | -34.0% | -21.1% |
| 1Y | -11.8% | +24.4% | -36.3% | -20.4% |
| 3Y | +52.0% | +131.2% | -79.3% | -0.4% |
| All | +124.3% | +51.4% | +72.9% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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