-46.7%
TOST vs PNC
+56.9%
-103.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.1% |
| 7D | -0.9% | +2.3% | -3.2% | -2.6% |
| 30D | -3.5% | -3.8% | +0.4% | -0.6% |
| 3M | +38.1% | +7.8% | +30.3% | +29.9% |
| 6M | +9.9% | +19.7% | -9.8% | -5.6% |
| YTD | -6.3% | +19.1% | -25.4% | -19.8% |
| 1Y | -18.3% | +23.1% | -41.4% | -32.0% |
| 3Y | +59.7% | +132.1% | -72.4% | -23.2% |
| All | -46.7% | +56.9% | -103.7% | -62.1% |
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 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