+1,643.1%
TSM vs PNC
+202.3%
+1,440.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +6.2% | +3.1% | +3.1% | +5.0% |
| 30D | -7.3% | +7.6% | -14.9% | -9.8% |
| 3M | -7.1% | -8.1% | +1.0% | -4.2% |
| 6M | +0.2% | +12.6% | -12.4% | -4.8% |
| YTD | +32.2% | +15.0% | +17.3% | +24.2% |
| 1Y | +42.8% | +30.4% | +12.4% | +27.5% |
| 3Y | +330.4% | +116.1% | +214.3% | +208.2% |
| 5Y | +263.9% | +37.5% | +226.5% | +207.1% |
| All | +1,643.1% | +202.3% | +1,440.8% | +1,102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling