+145.0%
TT vs PNC
+52.4%
+92.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +1.6% | +2.3% | -0.7% | +0.6% |
| 30D | -7.3% | -3.8% | -3.5% | -5.9% |
| 3M | -2.6% | +7.8% | -10.4% | -5.6% |
| 6M | +5.9% | +19.7% | -13.8% | -1.6% |
| YTD | +15.4% | +19.1% | -3.7% | +7.2% |
| 1Y | +8.2% | +23.1% | -14.9% | -1.0% |
| 3Y | +122.7% | +132.1% | -9.5% | +52.4% |
| 5Y | +145.0% | +52.2% | +92.7% | +94.7% |
| All | +145.0% | +52.4% | +92.6% | +94.7% |
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