+239.1%
TPR vs PNC
+52.4%
+186.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.0% |
| 7D | -3.4% | +2.3% | -5.7% | -4.8% |
| 30D | -27.3% | -3.8% | -23.5% | -25.4% |
| 3M | -16.2% | +7.8% | -24.0% | -20.6% |
| 6M | -17.9% | +19.7% | -37.6% | -27.5% |
| YTD | -7.1% | +19.1% | -26.2% | -17.9% |
| 1Y | +13.6% | +23.1% | -9.5% | -1.9% |
| 3Y | +293.7% | +132.1% | +161.6% | +113.8% |
| 5Y | +239.1% | +52.2% | +186.9% | +152.8% |
| All | +239.1% | +52.4% | +186.7% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling