+1,124.0%
TTMI vs PNC
+279.5%
+844.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.1% |
| 7D | +0.7% | -0.6% | +1.2% | +1.0% |
| 30D | -8.4% | -4.4% | -4.1% | -6.0% |
| 3M | -32.5% | +5.2% | -37.7% | -34.6% |
| 6M | +32.5% | +20.6% | +11.8% | +18.4% |
| YTD | +83.2% | +19.8% | +63.5% | +64.0% |
| 1Y | +161.7% | +24.4% | +137.2% | +128.9% |
| 3Y | +890.1% | +131.2% | +758.9% | +514.0% |
| 5Y | +832.4% | +53.1% | +779.3% | +604.4% |
| All | +1,124.0% | +279.5% | +844.5% | +356.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling