-20.8%
TLT vs PNC
+277.5%
-298.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.0% |
| 7D | -1.6% | -0.9% | -0.7% | -1.7% |
| 30D | -1.3% | -4.4% | +3.1% | -1.9% |
| 3M | -3.7% | +5.3% | -9.0% | -3.1% |
| 6M | -6.4% | +19.6% | -25.9% | -4.1% |
| YTD | -4.5% | +19.1% | -23.6% | -2.1% |
| 1Y | -5.9% | +24.3% | -30.2% | -3.0% |
| 3Y | -2.8% | +132.2% | -135.0% | +10.8% |
| 5Y | -35.1% | +52.3% | -87.4% | -30.6% |
| All | -20.8% | +277.5% | -298.3% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling