-4.5%
TT vs PNC
+32.8%
-37.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -2.3% |
| 7D | -8.5% | +2.3% | -10.7% | -9.2% |
| 30D | -12.8% | +7.0% | -19.8% | -15.0% |
| 3M | -12.9% | -7.3% | -5.6% | -10.2% |
| 6M | -15.2% | +8.9% | -24.1% | -18.2% |
| YTD | +6.2% | +15.5% | -9.3% | -0.4% |
| 1Y | -4.5% | +31.8% | -36.3% | -14.9% |
| All | -4.5% | +32.8% | -37.3% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling