+2,700.2%
TFC vs PNC
+4,099.5%
-1,399.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.4% | +1.4% | +1.0% | +1.5% |
| 30D | -1.3% | -3.8% | +2.5% | +1.3% |
| 3M | +6.1% | +9.0% | -3.0% | +0.3% |
| 6M | +7.3% | +16.6% | -9.3% | -2.8% |
| YTD | +8.2% | +20.4% | -12.2% | -4.1% |
| 1Y | +14.4% | +22.3% | -7.9% | +0.4% |
| 3Y | +93.7% | +124.5% | -30.8% | +15.5% |
| 5Y | +16.4% | +54.1% | -37.7% | -9.9% |
| 10Y | +101.6% | +276.3% | -174.7% | -4.4% |
| All | +2,700.2% | +4,099.5% | -1,399.4% | +463.8% |
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