+70.1%
MA vs PNC
+113.6%
-43.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.8% | +0.8% | +1.0% | +1.5% |
| 30D | +11.8% | +6.5% | +5.3% | +9.6% |
| 3M | +17.2% | -7.3% | +24.4% | +20.1% |
| 6M | +33.4% | +8.5% | +24.9% | +29.5% |
| YTD | +16.1% | +14.5% | +1.7% | +10.5% |
| 1Y | +19.9% | +29.1% | -9.2% | +9.5% |
| 3Y | +70.1% | +113.7% | -43.7% | +50.2% |
| All | +70.1% | +113.6% | -43.5% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling