+7,716.4%
TPR vs PNC
+704.4%
+7,012.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.3% | +1.4% | -3.7% | -3.0% |
| 30D | -23.0% | -3.8% | -19.1% | -21.5% |
| 3M | -12.5% | +9.0% | -21.5% | -16.4% |
| 6M | -21.4% | +16.6% | -38.1% | -27.5% |
| YTD | -3.5% | +20.4% | -23.9% | -12.5% |
| 1Y | +17.4% | +22.3% | -5.0% | +5.5% |
| 3Y | +291.3% | +124.5% | +166.7% | +155.1% |
| 5Y | +241.9% | +54.1% | +187.8% | +169.4% |
| 10Y | +322.7% | +276.3% | +46.4% | +126.3% |
| All | +7,716.4% | +704.4% | +7,012.1% | +2,141.1% |
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