-44.4%
TOST vs PNC
+50.8%
-95.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -1.8% |
| 7D | +4.0% | -0.2% | +4.2% | +4.1% |
| 30D | +11.1% | +6.5% | +4.6% | +5.7% |
| 3M | +0.8% | -7.6% | +8.4% | +6.9% |
| 6M | +38.8% | +8.5% | +30.3% | +29.1% |
| YTD | -2.1% | +14.5% | -16.5% | -13.8% |
| 1Y | -6.0% | +29.7% | -35.7% | -25.5% |
| 3Y | +149.8% | +115.7% | +34.1% | +27.4% |
| 5Y | -42.8% | +34.6% | -77.4% | -58.5% |
| All | -44.4% | +50.8% | -95.2% | -59.3% |
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 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