+40.1%
MA vs PNC
+133.3%
-93.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -1.8% | +2.3% | -4.0% | -2.5% |
| 30D | +1.4% | -3.8% | +5.2% | +2.6% |
| 3M | +17.7% | +7.8% | +9.9% | +14.9% |
| 6M | +9.7% | +19.7% | -10.0% | +3.2% |
| YTD | +0.5% | +19.1% | -18.6% | -5.2% |
| 1Y | -2.1% | +23.1% | -25.2% | -8.8% |
| 3Y | +40.1% | +132.1% | -92.0% | +18.9% |
| All | +40.1% | +133.3% | -93.3% | +18.9% |
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 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