+55.6%
TOST vs PNC
+134.6%
-79.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -3.4% | +1.4% | -4.8% | -4.4% |
| 30D | -2.4% | -3.8% | +1.4% | +0.2% |
| 3M | +34.6% | +9.0% | +25.6% | +26.2% |
| 6M | +15.2% | +16.6% | -1.4% | +2.1% |
| YTD | -4.4% | +20.4% | -24.8% | -17.9% |
| 1Y | -17.4% | +22.3% | -39.8% | -30.1% |
| All | +55.6% | +134.6% | -79.0% | -22.3% |
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 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