+47,655.7%
TSCO vs PNC
+2,356.2%
+45,299.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | -4.4% | -4.4% | +0.1% | -3.2% |
| 3M | +9.7% | +5.3% | +4.4% | +8.0% |
| 6M | -32.4% | +19.6% | -52.0% | -35.8% |
| YTD | -31.7% | +19.1% | -50.8% | -35.2% |
| 1Y | -41.3% | +24.3% | -65.6% | -45.0% |
| 3Y | -18.3% | +132.2% | -150.5% | -36.5% |
| 5Y | -10.3% | +52.3% | -62.6% | -22.8% |
| 10Y | +188.5% | +274.8% | -86.3% | +85.0% |
| All | +47,655.7% | +2,356.2% | +45,299.6% | +19,929.3% |
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