+6,467.7%
TRV vs PNC
+4,054.7%
+2,413.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | -1.8% | -4.4% | +2.6% | -0.1% |
| 3M | +21.6% | +5.3% | +16.3% | +19.0% |
| 6M | +22.5% | +19.6% | +2.9% | +14.0% |
| YTD | +28.1% | +19.1% | +9.0% | +19.1% |
| 1Y | +37.0% | +24.3% | +12.7% | +25.1% |
| 3Y | +141.9% | +132.2% | +9.7% | +70.0% |
| 5Y | +158.5% | +52.3% | +106.2% | +110.0% |
| 10Y | +297.5% | +274.8% | +22.7% | +125.1% |
| All | +6,467.7% | +4,054.7% | +2,413.0% | +1,372.7% |
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 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