-44.5%
TOST vs PNC
+51.5%
-96.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.0% |
| 7D | 0.0% | +3.1% | -3.0% | -2.3% |
| 30D | +16.2% | +7.6% | +8.5% | +9.6% |
| 3M | -1.5% | -8.1% | +6.6% | +5.0% |
| 6M | +55.3% | +12.6% | +42.7% | +40.2% |
| YTD | -2.3% | +15.0% | -17.3% | -14.3% |
| 1Y | -5.5% | +30.4% | -35.9% | -25.4% |
| 3Y | +151.1% | +116.1% | +35.0% | +27.9% |
| 5Y | -27.9% | +37.5% | -65.4% | -47.8% |
| All | -44.5% | +51.5% | -96.0% | -59.5% |
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 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