+19.6%
TMO vs PNC
+131.1%
-111.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.6% | -0.6% | -0.1% | -0.4% |
| 30D | +1.1% | -4.4% | +5.5% | +2.9% |
| 3M | +28.3% | +5.2% | +23.1% | +25.2% |
| 6M | +23.3% | +20.6% | +2.6% | +13.6% |
| YTD | +5.5% | +19.8% | -14.3% | -3.1% |
| 1Y | +24.5% | +24.4% | +0.1% | +12.4% |
| 3Y | +19.6% | +131.2% | -111.7% | -17.1% |
| All | +19.6% | +131.1% | -111.5% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling