+829.0%
TTMI vs PNC
+51.4%
+777.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.0% |
| 7D | +0.7% | -0.6% | +1.2% | +1.0% |
| 30D | -8.4% | -4.4% | -4.1% | -5.8% |
| 3M | -32.5% | +5.2% | -37.7% | -34.8% |
| 6M | +32.5% | +20.6% | +11.8% | +17.2% |
| YTD | +83.2% | +19.8% | +63.5% | +62.3% |
| 1Y | +161.7% | +24.4% | +137.2% | +125.9% |
| 3Y | +890.1% | +131.2% | +758.9% | +499.5% |
| All | +829.0% | +51.4% | +777.6% | +562.1% |
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