-40.6%
TOST vs PNC
+30.4%
-71.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | +9.4% | -1.1% | +10.5% | +10.5% |
| 30D | +13.5% | +4.5% | +9.0% | +9.5% |
| 3M | -0.1% | -10.0% | +9.9% | +8.3% |
| 6M | +22.5% | +3.1% | +19.4% | +18.7% |
| YTD | -2.4% | +11.5% | -13.9% | -12.5% |
| 1Y | -4.7% | +27.3% | -32.0% | -23.7% |
| 3Y | +103.2% | +106.4% | -3.1% | +5.0% |
| All | -40.6% | +30.4% | -71.0% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling