+5,975.1%
TGT vs PNC
+4,015.6%
+1,959.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -3.6% | -0.7% | -2.8% | -3.3% |
| 30D | +4.4% | -4.4% | +8.8% | +6.0% |
| 3M | +25.4% | +4.5% | +20.9% | +23.2% |
| 6M | +33.4% | +19.1% | +14.3% | +25.1% |
| YTD | +65.6% | +18.0% | +47.6% | +55.5% |
| 1Y | +80.3% | +24.1% | +56.2% | +66.1% |
| 3Y | +42.1% | +130.0% | -87.9% | +5.1% |
| 5Y | -25.0% | +50.4% | -75.4% | -36.6% |
| 10Y | +208.2% | +271.3% | -63.1% | +79.6% |
| All | +5,975.1% | +4,015.6% | +1,959.5% | +1,170.0% |
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