-20.7%
TOST vs PNC
+22.0%
-42.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | -4.7% | -0.7% | -3.9% | -4.3% |
| 30D | -9.1% | -4.4% | -4.7% | -7.1% |
| 3M | +29.8% | +4.5% | +25.3% | +26.8% |
| 6M | +10.0% | +19.1% | -9.0% | -0.6% |
| YTD | -8.6% | +18.0% | -26.6% | -18.2% |
| 1Y | -20.7% | +24.1% | -44.7% | -31.9% |
| All | -20.7% | +22.0% | -42.7% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling