+306.7%
TPR vs PNC
+268.7%
+37.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.6% |
| 7D | -7.3% | -0.7% | -6.6% | -6.7% |
| 30D | -30.7% | -4.4% | -26.3% | -28.3% |
| 3M | -21.6% | +4.5% | -26.1% | -24.5% |
| 6M | -21.3% | +19.1% | -40.4% | -31.6% |
| YTD | -10.2% | +18.0% | -28.2% | -21.7% |
| 1Y | +9.5% | +24.1% | -14.5% | -8.4% |
| 3Y | +280.8% | +130.0% | +150.8% | +87.3% |
| 5Y | +218.7% | +50.4% | +168.3% | +118.6% |
| 10Y | +306.7% | +271.3% | +35.4% | +45.9% |
| All | +306.7% | +268.7% | +37.9% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling