+125.1%
TLT vs PNC
+1,053.0%
-927.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.4% |
| 7D | -3.1% | +3.1% | -6.2% | -2.8% |
| 30D | +1.0% | +7.6% | -6.6% | +1.9% |
| 3M | -2.7% | -8.1% | +5.4% | -3.6% |
| 6M | -4.1% | +12.6% | -16.7% | -2.8% |
| YTD | -5.4% | +15.0% | -20.3% | -3.7% |
| 1Y | -7.0% | +30.4% | -37.4% | -4.1% |
| 3Y | +2.8% | +116.1% | -113.3% | +13.1% |
| 5Y | -35.4% | +37.5% | -72.8% | -32.0% |
| 10Y | -13.1% | +205.1% | -218.2% | +4.3% |
| All | +125.1% | +1,053.0% | -927.9% | +236.5% |
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 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