+12,702.2%
TSM vs PNC
+1,014.0%
+11,688.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 6M | +0.2% | +12.6% | -12.4% | -4.8% |
| YTD | +32.2% | +15.0% | +17.3% | +24.3% |
| 1Y | +42.8% | +30.4% | +12.4% | +27.6% |
| 3Y | +330.4% | +116.1% | +214.3% | +209.8% |
| 5Y | +263.9% | +37.5% | +226.5% | +208.0% |
| 10Y | +1,580.2% | +205.1% | +1,375.1% | +876.0% |
| All | +12,702.2% | +1,014.0% | +11,688.2% | +2,568.0% |
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 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