+66.3%
MA vs PNC
+51.0%
+15.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -3.5% | -0.7% | -2.8% | -3.2% |
| 30D | +0.8% | -4.4% | +5.2% | +2.5% |
| 3M | +14.8% | +4.5% | +10.3% | +12.6% |
| 6M | +10.0% | +19.1% | -9.1% | +2.1% |
| YTD | -0.1% | +18.0% | -18.1% | -7.0% |
| 1Y | -2.2% | +24.1% | -26.3% | -11.0% |
| 3Y | +39.3% | +130.0% | -90.7% | -4.3% |
| 5Y | +66.3% | +50.4% | +15.9% | +40.9% |
| All | +66.3% | +51.0% | +15.3% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling