+285.0%
TSM vs PNC
+51.0%
+234.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +4.8% | -0.7% | +5.5% | +5.1% |
| 30D | +4.0% | -4.4% | +8.4% | +5.8% |
| 3M | +2.0% | +4.5% | -2.5% | -0.2% |
| 6M | +25.5% | +19.1% | +6.4% | +16.2% |
| YTD | +44.0% | +18.0% | +26.0% | +33.3% |
| 1Y | +75.4% | +24.1% | +51.4% | +58.6% |
| 3Y | +406.7% | +130.0% | +276.7% | +238.4% |
| 5Y | +285.0% | +50.4% | +234.6% | +215.4% |
| All | +285.0% | +51.0% | +234.0% | +215.4% |
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