+1,199.2%
TNA vs PNC
+620.0%
+579.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -4.2% |
| 7D | -7.6% | -0.9% | -6.7% | -6.6% |
| 30D | -13.6% | -4.4% | -9.2% | -8.7% |
| 3M | +2.8% | +5.3% | -2.4% | -4.0% |
| 6M | +34.5% | +19.6% | +14.9% | +7.9% |
| YTD | +41.0% | +19.1% | +21.9% | +13.7% |
| 1Y | +52.0% | +24.3% | +27.7% | +17.1% |
| 3Y | +103.5% | +132.2% | -28.7% | -17.0% |
| 5Y | -22.5% | +52.3% | -74.8% | -41.2% |
| 10Y | +81.9% | +274.8% | -192.9% | -26.6% |
| All | +1,199.2% | +620.0% | +579.1% | +325.3% |
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