+154.4%
TRV vs PNC
+50.6%
+103.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | -1.8% | -4.4% | +2.6% | -0.2% |
| 3M | +21.6% | +5.3% | +16.3% | +19.2% |
| 6M | +22.5% | +19.6% | +2.9% | +14.5% |
| YTD | +28.1% | +19.1% | +9.0% | +19.6% |
| 1Y | +37.0% | +24.3% | +12.7% | +25.7% |
| 3Y | +141.9% | +132.2% | +9.7% | +72.3% |
| All | +154.4% | +50.6% | +103.8% | +115.0% |
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