+437.3%
TTMI vs PNC
+798.5%
-361.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.4% |
| 7D | +7.5% | -0.7% | +8.2% | +7.9% |
| 30D | -4.5% | -4.4% | -0.1% | -2.0% |
| 3M | -28.5% | +4.5% | -33.0% | -30.4% |
| 6M | +28.4% | +19.1% | +9.3% | +16.4% |
| YTD | +80.1% | +18.0% | +62.0% | +63.7% |
| 1Y | +161.0% | +24.1% | +137.0% | +130.8% |
| 3Y | +862.4% | +130.0% | +732.4% | +511.8% |
| 5Y | +812.9% | +50.4% | +762.5% | +610.7% |
| 10Y | +1,094.7% | +271.3% | +823.4% | +438.0% |
| All | +437.3% | +798.5% | -361.2% | -3.2% |
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