+15,819.0%
MA vs PNC
+507.5%
+15,311.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +1.3% | +3.1% | -1.8% | +0.1% |
| 30D | +9.6% | +7.6% | +2.0% | +6.4% |
| 3M | +16.8% | -8.1% | +24.9% | +20.8% |
| 6M | +35.2% | +12.6% | +22.6% | +28.5% |
| YTD | +16.6% | +15.0% | +1.6% | +9.5% |
| 1Y | +19.8% | +30.4% | -10.6% | +6.8% |
| 3Y | +70.7% | +116.1% | -45.5% | +21.6% |
| 5Y | +87.4% | +37.5% | +49.9% | +57.9% |
| 10Y | +570.0% | +205.1% | +364.9% | +293.3% |
| All | +15,819.0% | +507.5% | +15,311.5% | +6,512.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling