-17.0%
TEAM vs PNC
+127.7%
-144.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.1% |
| 7D | -4.7% | -0.7% | -3.9% | -4.3% |
| 30D | +17.0% | -4.4% | +21.4% | +19.1% |
| 3M | +85.9% | +4.5% | +81.4% | +81.8% |
| 6M | +116.7% | +19.1% | +97.6% | +96.9% |
| YTD | +9.6% | +18.0% | -8.4% | -0.7% |
| 1Y | -2.5% | +24.1% | -26.6% | -14.4% |
| All | -17.0% | +127.7% | -144.7% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling