-45.7%
TOST vs PNC
+58.7%
-104.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -3.4% | +1.4% | -4.8% | -4.5% |
| 30D | -2.4% | -3.8% | +1.4% | +0.4% |
| 3M | +34.6% | +9.0% | +25.6% | +25.4% |
| 6M | +15.2% | +16.6% | -1.4% | +1.0% |
| YTD | -4.4% | +20.4% | -24.8% | -18.9% |
| 1Y | -17.4% | +22.3% | -39.8% | -30.9% |
| 3Y | +54.5% | +124.5% | -70.1% | -23.6% |
| All | -45.7% | +58.7% | -104.4% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling