+499.0%
MA vs PNC
+277.5%
+221.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.8% |
| 7D | -3.5% | -0.9% | -2.6% | -3.1% |
| 30D | +0.7% | -4.4% | +5.1% | +2.8% |
| 3M | +15.8% | +5.3% | +10.5% | +12.8% |
| 6M | +10.2% | +19.6% | -9.4% | +0.8% |
| YTD | -0.5% | +19.1% | -19.6% | -9.0% |
| 1Y | -1.8% | +24.3% | -26.1% | -12.2% |
| 3Y | +38.7% | +132.2% | -93.5% | -10.9% |
| 5Y | +67.6% | +52.3% | +15.3% | +30.8% |
| All | +499.0% | +277.5% | +221.4% | +212.3% |
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