-19.7%
TSCO vs PNC
+131.1%
-150.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -5.7% | -0.6% | -5.1% | -5.5% |
| 30D | -8.8% | -4.4% | -4.4% | -7.5% |
| 3M | +6.3% | +5.2% | +1.1% | +4.4% |
| 6M | -32.3% | +20.6% | -52.9% | -36.4% |
| YTD | -32.7% | +19.8% | -52.5% | -37.0% |
| 1Y | -43.7% | +24.4% | -68.1% | -48.0% |
| 3Y | -19.7% | +131.2% | -150.9% | -41.5% |
| All | -19.7% | +131.1% | -150.8% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling