+584.1%
MA vs PNC
+200.7%
+383.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.5% | +1.9% | -2.4% | -1.4% |
| 30D | +7.9% | +6.2% | +1.7% | +4.9% |
| 3M | +16.8% | -8.7% | +25.5% | +21.8% |
| 6M | +31.0% | +9.2% | +21.8% | +25.2% |
| YTD | +15.0% | +14.3% | +0.7% | +7.1% |
| 1Y | +17.0% | +27.7% | -10.6% | +3.3% |
| 3Y | +68.5% | +113.5% | -45.0% | +12.6% |
| 5Y | +85.0% | +36.7% | +48.2% | +52.2% |
| All | +584.1% | +200.7% | +383.4% | +277.2% |
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 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