+10.7%
TTMI vs PNC
+32.8%
-22.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.8% | -11.9% | -10.7% |
| 7D | -19.2% | +2.3% | -21.5% | -19.9% |
| 30D | -44.9% | +7.0% | -51.8% | -46.6% |
| 3M | -44.7% | -7.3% | -37.4% | -42.1% |
| 6M | -53.4% | +8.9% | -62.3% | -56.0% |
| YTD | +6.3% | +15.5% | -9.2% | -7.8% |
| 1Y | +10.7% | +31.8% | -21.1% | -22.6% |
| All | +10.7% | +32.8% | -22.1% | -22.6% |
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 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