-44.5%
TOST vs PNC
+47.0%
-91.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | +9.4% | -1.1% | +10.5% | +10.4% |
| 30D | +13.5% | +4.5% | +9.0% | +9.6% |
| 3M | -0.1% | -10.0% | +9.9% | +8.1% |
| 6M | +22.5% | +3.1% | +19.4% | +18.8% |
| YTD | -2.4% | +11.5% | -13.9% | -12.2% |
| 1Y | -4.7% | +27.3% | -32.0% | -23.3% |
| 3Y | +103.2% | +106.4% | -3.1% | +7.5% |
| 5Y | -41.2% | +31.1% | -72.4% | -56.5% |
| All | -44.5% | +47.0% | -91.5% | -58.5% |
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