+16.0%
TFC vs PNC
+50.6%
-34.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.6% |
| 7D | -2.5% | -0.9% | -1.6% | -1.6% |
| 30D | -2.8% | -4.4% | +1.6% | +1.5% |
| 3M | +2.1% | +5.3% | -3.1% | -2.7% |
| 6M | +10.1% | +19.6% | -9.5% | -7.2% |
| YTD | +5.4% | +19.1% | -13.7% | -11.0% |
| 1Y | +16.3% | +24.3% | -8.0% | -5.9% |
| 3Y | +95.9% | +132.2% | -36.3% | -13.5% |
| 5Y | +16.0% | +52.3% | -36.3% | -24.5% |
| All | +16.0% | +50.6% | -34.6% | -24.5% |
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