-1.8%
MA vs PNC
+24.9%
-26.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | +0.7% | -4.4% | +5.1% | +2.1% |
| 3M | +15.8% | +5.3% | +10.5% | +13.6% |
| 6M | +10.2% | +19.6% | -9.4% | +2.6% |
| YTD | -0.5% | +19.1% | -19.6% | -6.7% |
| 1Y | -1.8% | +24.3% | -26.1% | -11.9% |
| All | -1.8% | +24.9% | -26.7% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling