+383.3%
TPR vs PNC
+214.2%
+169.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +12.1% | +0.8% | +11.2% | +11.1% |
| 30D | +16.7% | +6.5% | +10.2% | +10.8% |
| 3M | -17.4% | -7.3% | -10.1% | -12.7% |
| 6M | +2.3% | +8.5% | -6.2% | -4.9% |
| YTD | +7.1% | +14.5% | -7.3% | -4.7% |
| 1Y | +29.5% | +29.1% | +0.4% | +4.7% |
| 3Y | +415.0% | +113.7% | +301.3% | +168.9% |
| 5Y | +261.5% | +35.7% | +225.8% | +169.7% |
| 10Y | +383.3% | +203.7% | +179.7% | +103.7% |
| All | +383.3% | +214.2% | +169.1% | +103.7% |
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 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