+8,387.8%
TPR vs PNC
+663.6%
+7,724.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -1.1% | +1.9% | -3.0% | -2.1% |
| 30D | +15.1% | +6.2% | +8.9% | +11.4% |
| 3M | -13.4% | -8.7% | -4.7% | -9.4% |
| 6M | +1.4% | +9.2% | -7.8% | -3.6% |
| YTD | +4.8% | +14.3% | -9.6% | -2.6% |
| 1Y | +29.2% | +27.7% | +1.5% | +13.5% |
| 3Y | +403.7% | +113.5% | +290.2% | +237.7% |
| 5Y | +230.8% | +36.7% | +194.1% | +176.6% |
| 10Y | +369.2% | +203.4% | +165.8% | +176.2% |
| All | +8,387.8% | +663.6% | +7,724.2% | +2,396.6% |
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