+13,634.3%
TSM vs PNC
+1,067.1%
+12,567.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | +1.4% | +1.3% | +2.2% |
| 30D | +3.6% | -3.8% | +7.4% | +5.1% |
| 3M | -3.4% | +9.0% | -12.4% | -6.9% |
| 6M | +20.6% | +16.6% | +4.0% | +13.1% |
| YTD | +41.9% | +20.4% | +21.4% | +31.0% |
| 1Y | +84.4% | +22.3% | +62.0% | +68.8% |
| 3Y | +380.2% | +124.5% | +255.7% | +240.3% |
| 5Y | +275.3% | +54.1% | +221.3% | +203.5% |
| 10Y | +1,751.4% | +276.3% | +1,475.1% | +889.1% |
| All | +13,634.3% | +1,067.1% | +12,567.3% | +2,713.0% |
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