+153.1%
MAR vs PNC
+50.6%
+102.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.3% |
| 7D | -2.1% | -0.9% | -1.2% | -1.6% |
| 30D | -5.7% | -4.4% | -1.2% | -3.3% |
| 3M | -14.6% | +5.3% | -19.9% | -17.3% |
| 6M | +1.3% | +19.6% | -18.2% | -8.6% |
| YTD | +6.7% | +19.1% | -12.4% | -3.9% |
| 1Y | +26.4% | +24.3% | +2.1% | +11.0% |
| 3Y | +64.7% | +132.2% | -67.5% | +1.3% |
| 5Y | +153.1% | +52.3% | +100.7% | +101.3% |
| All | +153.1% | +50.6% | +102.5% | +101.3% |
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