+131.2%
TLT vs PNC
+1,107.9%
-976.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | +1.4% | -1.8% | -0.3% |
| 30D | -0.6% | -3.8% | +3.3% | -1.0% |
| 3M | -2.7% | +9.0% | -11.8% | -1.8% |
| 6M | -5.6% | +16.6% | -22.3% | -3.9% |
| YTD | -2.8% | +20.4% | -23.2% | -0.6% |
| 1Y | -1.4% | +22.3% | -23.8% | +1.0% |
| 3Y | -1.6% | +124.5% | -126.1% | +8.7% |
| 5Y | -33.8% | +54.1% | -87.9% | -29.4% |
| 10Y | -21.1% | +276.3% | -297.4% | -3.2% |
| All | +131.2% | +1,107.9% | -976.7% | +247.3% |
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