+14,971.0%
TT vs PNC
+3,886.7%
+11,084.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +8.1% | +1.9% | +6.2% | +7.3% |
| 30D | -11.3% | +6.2% | -17.5% | -13.4% |
| 3M | -11.2% | -8.7% | -2.4% | -8.0% |
| 6M | -8.9% | +9.2% | -18.1% | -12.3% |
| YTD | +9.7% | +14.3% | -4.6% | +3.5% |
| 1Y | +1.3% | +27.7% | -26.4% | -8.7% |
| 3Y | +93.4% | +113.5% | -20.1% | +39.0% |
| 5Y | +133.5% | +36.7% | +96.8% | +97.3% |
| 10Y | +739.9% | +203.4% | +536.5% | +395.3% |
| All | +14,971.0% | +3,886.7% | +11,084.3% | +2,903.6% |
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