-48.5%
TE vs PNC
+92.7%
-141.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +10.5% |
| 7D | +18.2% | +2.3% | +15.9% | +16.9% |
| 30D | -13.5% | -3.8% | -9.7% | -11.9% |
| 3M | -44.6% | +7.8% | -52.4% | -46.7% |
| 6M | -24.7% | +19.7% | -44.4% | -31.2% |
| YTD | -24.3% | +19.1% | -43.4% | -30.3% |
| 1Y | +155.6% | +23.1% | +132.4% | +130.5% |
| 3Y | -18.3% | +132.1% | -150.4% | -38.3% |
| 5Y | -41.3% | +52.2% | -93.5% | -52.5% |
| All | -48.5% | +92.7% | -141.2% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling